+3.7%
VALE vs ZYBT
-42.3%
+46.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +4.1% |
| 7D | -0.3% | -3.5% | +3.2% | -0.3% |
| 30D | -19.2% | +15.1% | -34.3% | -19.2% |
| 3M | -20.7% | +7.0% | -27.8% | -20.7% |
| 6M | -25.8% | +37.7% | -63.5% | -24.1% |
| YTD | -9.8% | +19.1% | -28.9% | -7.7% |
| 1Y | +3.7% | -38.3% | +42.0% | +8.1% |
| All | +3.7% | -42.3% | +46.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling