+1,395.4%
ASML vs ITOT
+290.6%
+1,104.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.4% |
| 7D | -9.0% | -2.7% | -6.4% | -5.1% |
| 30D | -21.0% | -5.2% | -15.8% | -14.1% |
| 3M | -16.3% | -4.4% | -11.9% | -10.2% |
| 6M | -7.5% | +0.4% | -7.9% | -6.7% |
| YTD | +34.0% | +8.8% | +25.2% | +21.7% |
| 1Y | +39.3% | +11.0% | +28.3% | +23.1% |
| 3Y | +128.9% | +74.4% | +54.4% | +9.9% |
| 5Y | +76.1% | +60.0% | +16.0% | -1.1% |
| All | +1,395.4% | +290.6% | +1,104.8% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling