+60.9%
VALE vs ZM
+53.5%
+7.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | -3.2% | +11.0% | -14.2% | -3.6% |
| 30D | -15.1% | +5.6% | -20.7% | -15.3% |
| 3M | -18.7% | -9.1% | -9.6% | -18.5% |
| 6M | -31.5% | -2.6% | -28.9% | -31.5% |
| YTD | -11.4% | +15.7% | -27.1% | -12.3% |
| 1Y | -1.9% | +18.8% | -20.6% | -2.9% |
| 3Y | +1.7% | +62.2% | -60.5% | -0.7% |
| 5Y | +35.4% | -60.9% | +96.3% | +31.9% |
| All | +60.9% | +53.5% | +7.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling