-26.7%
ZTS vs VALE
+3.0%
-29.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +7.1% |
| 7D | +15.4% | -0.3% | +15.8% | +15.3% |
| 30D | +25.8% | -19.2% | +45.0% | +27.4% |
| 3M | +18.1% | -20.7% | +38.8% | +19.5% |
| 6M | -19.7% | -25.8% | +6.0% | -18.2% |
| YTD | -27.5% | -9.8% | -17.7% | -27.8% |
| 1Y | -26.7% | +3.7% | -30.4% | -26.6% |
| All | -26.7% | +3.0% | -29.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling