+117.9%
ASML vs V
+77.2%
+40.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.8% |
| 7D | -19.0% | +2.9% | -22.0% | -19.3% |
| 30D | -25.9% | +14.0% | -40.0% | -27.5% |
| 3M | -19.1% | +14.9% | -33.9% | -21.0% |
| 6M | -5.7% | +31.7% | -37.5% | -11.9% |
| YTD | +27.6% | +21.2% | +6.4% | +23.0% |
| 1Y | +30.8% | +25.3% | +5.5% | +24.2% |
| All | +117.9% | +77.2% | +40.7% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling