+46.0%
ASML vs VALE
+1.7%
+44.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +1.2% |
| 7D | -2.9% | +5.5% | -8.3% | -5.4% |
| 30D | -15.2% | -15.0% | -0.2% | -7.8% |
| 3M | -12.9% | -20.0% | +7.1% | -2.3% |
| 6M | -5.0% | -28.4% | +23.3% | +12.8% |
| YTD | +41.8% | -8.6% | +50.4% | +50.5% |
| 1Y | +46.0% | +2.0% | +44.1% | +46.6% |
| All | +46.0% | +1.7% | +44.3% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling