+7,318.2%
ASML vs V
+3,245.1%
+4,073.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -5.8% |
| 7D | -10.0% | +9.0% | -19.0% | -14.6% |
| 30D | -19.4% | +18.1% | -37.5% | -27.1% |
| 3M | -12.5% | +18.3% | -30.8% | -21.3% |
| 6M | +8.2% | +34.1% | -25.9% | -10.8% |
| YTD | +40.7% | +25.2% | +15.5% | +19.9% |
| 1Y | +46.1% | +29.3% | +16.8% | +21.9% |
| 3Y | +138.5% | +83.4% | +55.1% | +58.3% |
| 5Y | +84.2% | +117.2% | -33.0% | +11.4% |
| 10Y | +1,505.1% | +483.0% | +1,022.1% | +481.1% |
| All | +7,318.2% | +3,245.1% | +4,073.1% | +1,025.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling