+40.9%
VALE vs VRSK
-11.8%
+52.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.3% | -5.2% | +4.9% | -0.3% |
| 30D | +8.6% | -2.3% | +10.9% | +8.6% |
| 3M | +2.0% | -2.9% | +4.9% | +1.8% |
| 6M | +2.1% | -12.8% | +14.9% | +2.6% |
| YTD | +20.2% | -20.8% | +41.0% | +21.6% |
| 1Y | +55.2% | -33.2% | +88.4% | +60.2% |
| 3Y | +45.9% | -26.6% | +72.5% | +47.1% |
| All | +40.9% | -11.8% | +52.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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