+108.6%
ASML vs V
+71.8%
+36.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.7% |
| 7D | +1.1% | -1.7% | +2.8% | +2.1% |
| 30D | +2.2% | +2.0% | +0.2% | +0.8% |
| 3M | -2.3% | +17.4% | -19.7% | -12.6% |
| 6M | +23.0% | +17.5% | +5.5% | +9.0% |
| YTD | +61.1% | +7.6% | +53.5% | +51.2% |
| 1Y | +129.1% | +7.7% | +121.4% | +113.4% |
| 3Y | +165.4% | +54.7% | +110.7% | +78.5% |
| All | +108.6% | +71.8% | +36.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling