+43.3%
VALE vs ZM
-67.6%
+110.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | +6.7% | -10.3% | +16.9% | +7.6% |
| 3M | +4.9% | -0.7% | +5.6% | +4.7% |
| 6M | +3.6% | +24.8% | -21.2% | +0.7% |
| YTD | +21.9% | +11.5% | +10.4% | +19.4% |
| 1Y | +61.6% | +12.3% | +49.2% | +57.9% |
| 3Y | +52.1% | +33.5% | +18.7% | +44.4% |
| All | +43.3% | -67.6% | +110.9% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling