+1,557.1%
ASML vs VFC
-48.6%
+1,605.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -1.1% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | -9.3% | +25.5% | -34.8% | -15.2% |
| 3M | -19.0% | +41.3% | -60.3% | -27.0% |
| 6M | -5.2% | +22.2% | -27.4% | -12.1% |
| YTD | +40.6% | +16.4% | +24.2% | +31.6% |
| 1Y | +47.5% | +38.4% | +9.1% | +30.7% |
| 3Y | +133.9% | +56.2% | +77.6% | +73.9% |
| 5Y | +83.8% | -68.2% | +151.9% | +149.3% |
| All | +1,557.1% | -48.6% | +1,605.7% | +1,962.8% |
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