+39.3%
ASML vs VALE
+1.6%
+37.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.4% |
| 7D | -9.0% | +1.8% | -10.8% | -9.9% |
| 30D | -21.0% | -14.8% | -6.1% | -14.1% |
| 3M | -16.3% | -19.0% | +2.7% | -6.8% |
| 6M | -7.5% | -27.7% | +20.2% | +9.4% |
| YTD | +34.0% | -8.5% | +42.5% | +41.6% |
| 1Y | +39.3% | +2.6% | +36.7% | +38.0% |
| All | +39.3% | +1.6% | +37.6% | +38.0% |
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 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