+46.6%
ASML vs VALE
+5.1%
+41.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +4.6% |
| 7D | -0.8% | +5.6% | -6.4% | -3.5% |
| 30D | -14.9% | -12.1% | -2.8% | -8.9% |
| 3M | -13.0% | -16.3% | +3.3% | -4.6% |
| 6M | -4.7% | -26.0% | +21.3% | +11.4% |
| YTD | +42.3% | -5.5% | +47.8% | +48.7% |
| All | +46.6% | +5.1% | +41.4% | +44.8% |
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