+67.7%
ASML vs V
+107.1%
-39.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -7.5% |
| 7D | -19.0% | +2.9% | -22.0% | -20.4% |
| 30D | -25.9% | +14.0% | -40.0% | -31.5% |
| 3M | -19.1% | +14.9% | -33.9% | -25.9% |
| 6M | -5.7% | +31.7% | -37.5% | -22.1% |
| YTD | +27.6% | +21.2% | +6.4% | +11.0% |
| 1Y | +30.8% | +25.3% | +5.5% | +10.7% |
| 3Y | +116.2% | +77.5% | +38.7% | +29.5% |
| 5Y | +67.7% | +102.6% | -34.9% | -14.2% |
| All | +67.7% | +107.1% | -39.4% | -14.2% |
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 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