+174.6%
ZTS vs VALE
+78.3%
+96.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -2.0% | +1.6% | -3.6% | -2.2% |
| 30D | +1.9% | +5.1% | -3.2% | +1.2% |
| 3M | -4.0% | -0.4% | -3.6% | -4.2% |
| 6M | -39.1% | -2.2% | -36.9% | -39.2% |
| YTD | -38.8% | +20.5% | -59.3% | -40.6% |
| 1Y | -49.6% | +61.2% | -110.7% | -53.0% |
| 3Y | -59.0% | +43.1% | -102.1% | -61.5% |
| 5Y | -61.8% | +34.0% | -95.7% | -64.4% |
| 10Y | +61.4% | +469.7% | -408.2% | +25.1% |
| All | +174.6% | +78.3% | +96.3% | +129.0% |
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