+279.2%
ZETA vs VALE
+53.3%
+225.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | -2.4% | +2.9% | -5.3% | -3.6% |
| 30D | +15.6% | +8.8% | +6.8% | +11.7% |
| 3M | +41.5% | +6.8% | +34.7% | +37.2% |
| 6M | +63.4% | +6.9% | +56.5% | +57.8% |
| YTD | +51.3% | +22.8% | +28.5% | +35.8% |
| 1Y | +65.8% | +61.3% | +4.6% | +32.6% |
| 3Y | +279.2% | +53.3% | +225.9% | +195.6% |
| All | +279.2% | +53.3% | +225.9% | +195.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling