+2,275.1%
VALE vs VRSN
+1,208.7%
+1,066.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | -0.2% | +5.3% | +5.1% |
| 3M | -0.4% | -0.3% | -0.1% | -1.0% |
| 6M | -2.2% | +23.0% | -25.2% | -10.2% |
| YTD | +20.5% | +21.3% | -0.8% | +10.6% |
| 1Y | +61.2% | +6.7% | +54.5% | +54.2% |
| 3Y | +43.1% | +45.0% | -1.8% | +20.6% |
| 5Y | +34.0% | +35.0% | -1.1% | +12.6% |
| 10Y | +469.7% | +276.3% | +193.3% | +232.7% |
| All | +2,275.1% | +1,208.7% | +1,066.4% | +737.3% |
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 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