+1,557.1%
ASML vs VALE
+204.8%
+1,352.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.9% | -3.2% | +8.1% | +6.2% |
| 30D | -9.3% | -15.1% | +5.8% | -4.0% |
| 3M | -19.0% | -18.7% | -0.3% | -13.1% |
| 6M | -5.2% | -31.5% | +26.3% | +8.0% |
| YTD | +40.6% | -11.4% | +52.0% | +46.2% |
| 1Y | +47.5% | -1.9% | +49.4% | +47.8% |
| 3Y | +133.9% | +1.7% | +132.2% | +128.4% |
| 5Y | +83.8% | +35.4% | +48.3% | +56.5% |
| All | +1,557.1% | +204.8% | +1,352.3% | +1,062.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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