+204.8%
VALE vs VRSN
+292.3%
-87.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -3.2% | +1.4% | -4.6% | -3.7% |
| 30D | -15.1% | +3.9% | -18.9% | -16.3% |
| 3M | -18.7% | +9.3% | -28.0% | -21.5% |
| 6M | -31.5% | +6.7% | -38.1% | -33.7% |
| YTD | -11.4% | +30.0% | -41.5% | -21.6% |
| 1Y | -1.9% | +26.0% | -27.9% | -12.1% |
| 3Y | +1.7% | +53.1% | -51.4% | -18.7% |
| 5Y | +35.4% | +35.0% | +0.4% | +11.4% |
| All | +204.8% | +292.3% | -87.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling