+74.8%
VALE vs VRSK
+585.1%
-510.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -0.2% | -7.7% | +7.5% | +2.5% |
| 30D | +9.7% | -2.8% | +12.6% | +10.5% |
| 3M | +5.3% | -3.7% | +9.0% | +5.2% |
| 6M | +0.5% | -12.8% | +13.3% | +3.3% |
| YTD | +20.6% | -21.0% | +41.6% | +27.8% |
| 1Y | +57.6% | -32.5% | +90.1% | +77.4% |
| 3Y | +50.6% | -26.5% | +77.1% | +58.4% |
| 5Y | +41.8% | -11.5% | +53.3% | +32.0% |
| 10Y | +515.1% | +125.7% | +389.4% | +250.8% |
| All | +74.8% | +585.1% | -510.3% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling