+118.4%
VALE vs ZM
+47.0%
+71.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.3% | -5.7% | +5.4% | -0.1% |
| 30D | +8.6% | -9.1% | +17.7% | +9.0% |
| 3M | +2.0% | +3.5% | -1.5% | +1.8% |
| 6M | +2.1% | +25.7% | -23.6% | +1.0% |
| YTD | +20.2% | +10.8% | +9.5% | +19.3% |
| 1Y | +55.2% | +12.8% | +42.4% | +53.8% |
| 3Y | +45.9% | +33.1% | +12.7% | +43.3% |
| 5Y | +41.4% | -68.3% | +109.7% | +37.8% |
| All | +118.4% | +47.0% | +71.4% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling