+55.5%
ZTS vs VALE
+528.4%
-472.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -3.3% | +9.7% | -13.1% | -5.0% |
| 3M | -9.7% | +5.3% | -15.0% | -10.9% |
| 6M | -38.8% | +0.5% | -39.4% | -39.2% |
| YTD | -41.2% | +20.6% | -61.8% | -43.6% |
| 1Y | -50.3% | +57.6% | -107.9% | -54.6% |
| 3Y | -59.1% | +50.6% | -109.7% | -62.9% |
| 5Y | -62.8% | +41.8% | -104.6% | -66.6% |
| All | +55.5% | +528.4% | -472.9% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling