+164.9%
ASML vs V
+54.5%
+110.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.4% |
| 7D | +1.1% | -1.7% | +2.8% | +1.5% |
| 30D | +2.2% | +2.0% | +0.2% | +1.7% |
| 3M | -2.3% | +17.4% | -19.7% | -6.9% |
| 6M | +23.0% | +17.5% | +5.5% | +16.5% |
| YTD | +61.1% | +7.6% | +53.5% | +58.2% |
| 1Y | +129.1% | +7.7% | +121.4% | +124.4% |
| All | +164.9% | +54.5% | +110.4% | +102.5% |
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