+252.6%
ZETA vs VALE
+17.7%
+234.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +2.7% | +1.6% | +1.1% | +2.0% |
| 30D | +15.8% | +5.1% | +10.7% | +13.8% |
| 3M | +35.4% | -0.4% | +35.8% | +34.9% |
| 6M | +67.1% | -2.2% | +69.3% | +66.9% |
| YTD | +54.1% | +20.5% | +33.5% | +43.6% |
| 1Y | +67.8% | +61.2% | +6.6% | +43.5% |
| 3Y | +311.4% | +43.1% | +268.3% | +257.3% |
| 5Y | +324.8% | +34.0% | +290.8% | +256.6% |
| All | +252.6% | +17.7% | +234.9% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling