+37.8%
VALE vs ZS
-45.5%
+83.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -3.2% | -2.6% | -0.6% | -3.0% |
| 30D | -15.1% | -12.8% | -2.2% | -14.4% |
| 3M | -18.7% | +2.3% | -21.0% | -19.2% |
| 6M | -31.5% | +26.3% | -57.7% | -33.6% |
| YTD | -11.4% | -14.4% | +3.0% | -11.4% |
| 1Y | -1.9% | -37.6% | +35.8% | +1.2% |
| 3Y | +1.7% | +8.0% | -6.3% | -2.8% |
| All | +37.8% | -45.5% | +83.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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