-62.4%
ZTS vs VALE
+43.3%
-105.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -3.8% | -1.8% | -1.9% | -3.5% |
| 30D | -2.0% | +6.7% | -8.7% | -3.0% |
| 3M | -10.2% | +4.9% | -15.1% | -11.0% |
| 6M | -39.4% | +3.6% | -43.0% | -39.9% |
| YTD | -40.8% | +21.9% | -62.7% | -42.9% |
| 1Y | -50.1% | +61.6% | -111.7% | -53.9% |
| 3Y | -58.9% | +52.1% | -111.0% | -62.1% |
| 5Y | -62.4% | +43.2% | -105.5% | -63.2% |
| All | -62.4% | +43.3% | -105.6% | -63.2% |
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 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