+108.6%
ASML vs VALE
+34.7%
+73.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +1.1% | +1.6% | -0.5% | +0.5% |
| 30D | +2.2% | +5.1% | -2.9% | +0.1% |
| 3M | -2.3% | -0.4% | -1.9% | -2.3% |
| 6M | +23.0% | -2.2% | +25.2% | +23.8% |
| YTD | +61.1% | +20.5% | +40.5% | +50.6% |
| 1Y | +129.1% | +61.2% | +67.9% | +94.6% |
| 3Y | +165.4% | +43.1% | +122.2% | +129.3% |
| All | +108.6% | +34.7% | +73.9% | +101.5% |
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 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