+1,644.6%
ASML vs V
+390.9%
+1,253.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.9% |
| 7D | +1.1% | -1.7% | +2.8% | +2.3% |
| 30D | +2.2% | +2.0% | +0.2% | +0.5% |
| 3M | -2.3% | +17.4% | -19.7% | -14.3% |
| 6M | +23.0% | +17.5% | +5.5% | +6.7% |
| YTD | +61.1% | +7.6% | +53.5% | +48.6% |
| 1Y | +129.1% | +7.7% | +121.4% | +109.3% |
| 3Y | +165.4% | +54.7% | +110.7% | +76.7% |
| 5Y | +109.5% | +73.0% | +36.4% | +26.5% |
| All | +1,644.6% | +390.9% | +1,253.7% | +369.9% |
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