-5.7%
ASML vs VCLT
-2.8%
-2.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.4% |
| 7D | -19.0% | +0.3% | -19.3% | -19.2% |
| 30D | -25.9% | +3.6% | -29.5% | -29.4% |
| 3M | -19.1% | -1.9% | -17.1% | -13.7% |
| 6M | -5.7% | -3.2% | -2.5% | +4.2% |
| All | -5.7% | -2.8% | -2.9% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling