+1,395.4%
ASML vs VCLT
+18.4%
+1,377.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | +0.3% | -9.3% | -9.2% |
| 30D | -21.0% | +3.7% | -24.6% | -23.3% |
| 3M | -16.3% | -1.0% | -15.3% | -15.9% |
| 6M | -7.5% | -3.4% | -4.2% | -5.1% |
| YTD | +34.0% | -2.6% | +36.6% | +37.1% |
| 1Y | +39.3% | -3.3% | +42.6% | +43.3% |
| 3Y | +128.9% | +17.3% | +111.5% | +101.8% |
| 5Y | +76.1% | -17.0% | +93.1% | +97.5% |
| All | +1,395.4% | +18.4% | +1,377.0% | +1,313.9% |
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