+1,395.4%
ASML vs VFC
-46.8%
+1,442.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | +11.2% | -20.2% | -11.8% |
| 30D | -21.0% | +41.5% | -62.5% | -28.7% |
| 3M | -16.3% | +38.9% | -55.2% | -24.2% |
| 6M | -7.5% | +6.1% | -13.7% | -10.6% |
| YTD | +34.0% | +14.5% | +19.4% | +26.0% |
| 1Y | +39.3% | +46.0% | -6.7% | +21.4% |
| 3Y | +128.9% | +36.4% | +92.5% | +78.7% |
| 5Y | +76.1% | -67.5% | +143.6% | +136.4% |
| All | +1,395.4% | -46.8% | +1,442.2% | +1,784.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling