+5,885.9%
ASML vs VCLT
+103.4%
+5,782.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +2.2% | -0.9% | +3.0% | +2.5% |
| 3M | -2.3% | -3.2% | +0.9% | -1.0% |
| 6M | +23.0% | -3.8% | +26.8% | +25.0% |
| YTD | +61.1% | -2.0% | +63.1% | +62.7% |
| 1Y | +129.1% | -0.8% | +129.9% | +130.5% |
| 3Y | +165.4% | +12.3% | +153.1% | +155.5% |
| 5Y | +109.5% | -15.4% | +124.9% | +110.3% |
| 10Y | +1,645.7% | +15.7% | +1,630.0% | +1,727.1% |
| All | +5,885.9% | +103.4% | +5,782.5% | +9,340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling