+7,791.6%
ASML vs ITOT
+878.9%
+6,912.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | +10.4% | +3.3% | +7.1% | +5.9% |
| 30D | -12.7% | -2.5% | -10.3% | -9.3% |
| 3M | -17.2% | -2.3% | -14.9% | -14.1% |
| 6M | -1.3% | +3.0% | -4.4% | -3.7% |
| YTD | +40.8% | +11.9% | +28.9% | +24.6% |
| 1Y | +45.2% | +12.0% | +33.2% | +28.6% |
| 3Y | +131.8% | +77.8% | +54.0% | +16.7% |
| 5Y | +84.0% | +65.0% | +19.0% | +7.1% |
| 10Y | +1,541.9% | +290.1% | +1,251.8% | +249.4% |
| All | +7,791.6% | +878.9% | +6,912.8% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling