+8,390.7%
ASML vs V
+2,773.8%
+5,616.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 6M | +23.0% | +17.5% | +5.5% | +9.7% |
| YTD | +61.1% | +7.6% | +53.5% | +50.8% |
| 1Y | +129.1% | +7.7% | +121.4% | +113.1% |
| 3Y | +165.4% | +54.7% | +110.7% | +95.5% |
| 5Y | +109.5% | +73.0% | +36.4% | +44.9% |
| 10Y | +1,645.7% | +390.9% | +1,254.9% | +601.7% |
| All | +8,390.7% | +2,773.8% | +5,616.8% | +1,315.5% |
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 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