+86.4%
ASML vs VALE
+48.9%
+37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +5.0% |
| 7D | -0.8% | +5.6% | -6.4% | -2.9% |
| 30D | -14.9% | -12.1% | -2.8% | -10.8% |
| 3M | -13.0% | -16.3% | +3.3% | -7.3% |
| 6M | -4.7% | -26.0% | +21.3% | +6.2% |
| YTD | +42.3% | -5.5% | +47.8% | +45.2% |
| 1Y | +49.7% | +6.7% | +43.0% | +46.4% |
| 3Y | +144.3% | +10.2% | +134.1% | +131.2% |
| 5Y | +86.4% | +49.7% | +36.6% | +82.3% |
| All | +86.4% | +48.9% | +37.5% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling