+1,534.9%
ASML vs VCLT
+20.7%
+1,514.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | -15.2% | +2.3% | -17.5% | -16.8% |
| 3M | -12.9% | -1.1% | -11.9% | -12.4% |
| 6M | -5.0% | -4.2% | -0.9% | -1.9% |
| YTD | +41.8% | -3.4% | +45.2% | +46.0% |
| 1Y | +46.0% | -3.8% | +49.8% | +50.9% |
| 3Y | +133.5% | +14.7% | +118.8% | +109.4% |
| 5Y | +93.0% | -16.7% | +109.7% | +116.0% |
| 10Y | +1,534.9% | +20.5% | +1,514.4% | +1,435.4% |
| All | +1,534.9% | +20.7% | +1,514.2% | +1,435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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