+1,644.6%
ASML vs VCIT
+29.2%
+1,615.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.6% |
| 30D | +2.2% | -0.8% | +2.9% | +3.4% |
| 3M | -2.3% | -1.0% | -1.3% | -0.7% |
| 6M | +23.0% | -1.8% | +24.8% | +27.1% |
| YTD | +61.1% | -0.7% | +61.8% | +63.8% |
| 1Y | +129.1% | +1.0% | +128.1% | +127.5% |
| 3Y | +165.4% | +18.8% | +146.5% | +105.8% |
| 5Y | +109.5% | +3.5% | +106.0% | +95.9% |
| All | +1,644.6% | +29.2% | +1,615.4% | +1,425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling