+92.7%
ASML vs VCLT
-16.2%
+108.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -0.6% | +3.1% | +3.0% |
| 30D | -12.2% | +2.8% | -15.0% | -14.4% |
| 3M | -14.6% | -0.4% | -14.2% | -14.6% |
| 6M | -1.7% | -3.1% | +1.4% | +1.0% |
| YTD | +44.3% | -2.7% | +47.0% | +48.2% |
| 1Y | +51.0% | -3.7% | +54.7% | +56.4% |
| 3Y | +137.6% | +15.6% | +122.0% | +108.1% |
| 5Y | +92.7% | -15.8% | +108.5% | +97.5% |
| All | +92.7% | -16.2% | +108.9% | +97.5% |
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