+1,504.8%
ASML vs VALE
+223.9%
+1,280.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +5.0% |
| 7D | -0.8% | +5.6% | -6.4% | -2.8% |
| 30D | -14.9% | -12.1% | -2.8% | -11.0% |
| 3M | -13.0% | -16.3% | +3.3% | -7.7% |
| 6M | -4.7% | -26.0% | +21.3% | +5.6% |
| YTD | +42.3% | -5.5% | +47.8% | +44.6% |
| 1Y | +49.7% | +6.7% | +43.0% | +45.7% |
| 3Y | +144.3% | +10.2% | +134.1% | +132.1% |
| 5Y | +86.4% | +49.7% | +36.6% | +53.3% |
| 10Y | +1,504.8% | +222.3% | +1,282.6% | +997.0% |
| All | +1,504.8% | +223.9% | +1,280.9% | +997.0% |
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