-29.3%
ZTS vs VALE
-2.8%
-26.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.1% |
| 7D | +5.6% | -3.2% | +8.8% | +5.9% |
| 30D | +12.1% | -15.1% | +27.1% | +13.3% |
| 3M | +11.3% | -18.7% | +30.0% | +12.5% |
| 6M | +14.3% | -31.5% | +45.8% | +18.5% |
| YTD | -31.9% | -11.4% | -20.4% | -33.1% |
| 1Y | -29.3% | -1.9% | -27.4% | -32.2% |
| All | -29.3% | -2.8% | -26.5% | -32.2% |
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