+5,981.5%
ASML vs VALE
+1,680.9%
+4,300.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -19.0% | +2.4% | -21.5% | -19.8% |
| 30D | -25.9% | -18.7% | -7.3% | -20.7% |
| 3M | -19.1% | -21.2% | +2.1% | -12.6% |
| 6M | -5.7% | -26.1% | +20.3% | +4.1% |
| YTD | +27.6% | -9.6% | +37.2% | +31.3% |
| 1Y | +30.8% | +0.7% | +30.0% | +29.6% |
| 3Y | +116.2% | +3.3% | +112.9% | +110.1% |
| 5Y | +67.7% | +49.4% | +18.3% | +37.9% |
| 10Y | +1,355.3% | +258.6% | +1,096.7% | +702.9% |
| All | +5,981.5% | +1,680.9% | +4,300.6% | +745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling