+298.1%
ZETA vs VALE
+40.2%
+257.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | +1.3% | +17.4% | +18.2% |
| 30D | +12.6% | -14.3% | +27.0% | +17.5% |
| 3M | +29.5% | -16.8% | +46.3% | +35.5% |
| 6M | +128.6% | -30.2% | +158.8% | +151.9% |
| YTD | +85.5% | -8.6% | +94.0% | +85.9% |
| 1Y | +90.6% | +1.6% | +89.0% | +84.5% |
| 3Y | +358.0% | +4.1% | +353.9% | +331.6% |
| All | +298.1% | +40.2% | +257.9% | +214.8% |
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