+128.9%
ASML vs VCLT
+16.2%
+112.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% | -14.8% | -15.3% |
| 6M | -7.5% | -3.8% | -3.7% | -4.4% |
| YTD | +34.0% | -3.1% | +37.1% | +38.1% |
| 1Y | +39.3% | -3.8% | +43.1% | +44.1% |
| 3Y | +128.9% | +16.7% | +112.1% | +104.6% |
| All | +128.9% | +16.2% | +112.6% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling