+349.3%
ZETA vs VALE
+43.3%
+306.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.1% | -1.8% | +1.8% | +0.4% |
| 30D | +10.5% | +6.7% | +3.8% | +8.0% |
| 3M | +44.3% | +4.9% | +39.4% | +41.5% |
| 6M | +59.4% | +3.6% | +55.8% | +56.6% |
| YTD | +49.5% | +21.9% | +27.6% | +38.7% |
| 1Y | +62.7% | +61.6% | +1.1% | +38.6% |
| 3Y | +274.6% | +52.1% | +222.5% | +219.5% |
| 5Y | +349.3% | +43.2% | +306.2% | +257.7% |
| All | +349.3% | +43.3% | +306.1% | +257.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling