+1,645.1%
VALE vs VRSN
+1,302.5%
+342.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.4% |
| 6M | -31.5% | +6.7% | -38.1% | -33.7% |
| YTD | -11.4% | +30.0% | -41.5% | -20.9% |
| 1Y | -1.9% | +26.0% | -27.9% | -11.4% |
| 3Y | +1.7% | +53.1% | -51.4% | -15.9% |
| 5Y | +35.4% | +35.0% | +0.4% | +13.9% |
| 10Y | +204.8% | +291.7% | -86.9% | +75.1% |
| All | +1,645.1% | +1,302.5% | +342.6% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling