+108.6%
ASML vs VCLT
-15.0%
+123.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.6% |
| 30D | +2.2% | -0.9% | +3.0% | +2.9% |
| 3M | -2.3% | -3.2% | +0.9% | +0.7% |
| 6M | +23.0% | -3.8% | +26.8% | +27.7% |
| YTD | +61.1% | -2.0% | +63.1% | +64.8% |
| 1Y | +129.1% | -0.8% | +129.9% | +132.0% |
| 3Y | +165.4% | +12.3% | +153.1% | +138.6% |
| All | +108.6% | -15.0% | +123.5% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling