+1,395.4%
ASML vs V
+455.6%
+939.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +2.2% | -11.2% | -10.5% |
| 30D | -21.0% | +13.6% | -34.5% | -27.9% |
| 3M | -16.3% | +14.3% | -30.6% | -24.5% |
| 6M | -7.5% | +33.1% | -40.6% | -26.5% |
| YTD | +34.0% | +21.2% | +12.8% | +13.0% |
| 1Y | +39.3% | +26.4% | +12.8% | +13.3% |
| 3Y | +128.9% | +77.6% | +51.3% | +37.4% |
| 5Y | +76.1% | +102.6% | -26.5% | -4.9% |
| All | +1,395.4% | +455.6% | +939.8% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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