+139.0%
VALE vs ZS
+488.9%
-349.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.4% |
| 7D | +2.9% | -9.2% | +12.1% | +3.8% |
| 30D | +8.8% | -4.0% | +12.8% | +9.0% |
| 3M | +6.8% | +25.3% | -18.5% | +3.9% |
| 6M | +6.9% | -1.3% | +8.2% | +5.1% |
| YTD | +22.8% | -28.0% | +50.8% | +24.7% |
| 1Y | +61.3% | -42.5% | +103.7% | +67.5% |
| 3Y | +53.3% | +0.7% | +52.6% | +46.1% |
| 5Y | +44.9% | -42.3% | +87.2% | +40.7% |
| All | +139.0% | +488.9% | -349.9% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling