+243.8%
ZETA vs VALE
+17.8%
+225.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | +4.8% | +9.7% | -4.9% | +1.8% |
| 3M | +53.3% | +5.3% | +48.1% | +50.2% |
| 6M | +66.8% | +0.5% | +66.3% | +65.3% |
| YTD | +50.2% | +20.6% | +29.6% | +39.9% |
| 1Y | +62.0% | +57.6% | +4.4% | +39.5% |
| 3Y | +276.4% | +50.6% | +225.8% | +222.9% |
| 5Y | +341.6% | +41.8% | +299.8% | +266.5% |
| All | +243.8% | +17.8% | +225.9% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling