+45.2%
ASML vs VALE
-1.6%
+46.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.2% |
| 7D | +10.4% | -1.5% | +11.8% | +11.2% |
| 30D | -12.7% | -15.6% | +2.9% | -4.8% |
| 3M | -17.2% | -19.5% | +2.4% | -7.5% |
| 6M | -1.3% | -31.9% | +30.6% | +20.3% |
| YTD | +40.8% | -11.0% | +51.8% | +51.7% |
| 1Y | +45.2% | -2.1% | +47.3% | +49.5% |
| All | +45.2% | -1.6% | +46.9% | +49.5% |
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