+37.8%
VALE vs ZM
-60.9%
+98.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.7% |
| 7D | -3.2% | +11.0% | -14.2% | -4.1% |
| 30D | -15.1% | +5.6% | -20.7% | -15.6% |
| 3M | -18.7% | -9.1% | -9.6% | -18.2% |
| 6M | -31.5% | -2.6% | -28.9% | -31.6% |
| YTD | -11.4% | +15.7% | -27.1% | -13.6% |
| 1Y | -1.9% | +18.8% | -20.6% | -4.6% |
| 3Y | +1.7% | +62.2% | -60.5% | -5.1% |
| All | +37.8% | -60.9% | +98.7% | +28.6% |
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