+1,644.6%
ASML vs VFC
-67.5%
+1,712.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.6% |
| 30D | +2.2% | -11.6% | +13.8% | +5.8% |
| 3M | -2.3% | -18.1% | +15.8% | +2.3% |
| 6M | +23.0% | -27.4% | +50.3% | +33.0% |
| YTD | +61.1% | -24.8% | +85.9% | +71.7% |
| 1Y | +129.1% | -8.2% | +137.3% | +127.6% |
| 3Y | +165.4% | -29.1% | +194.5% | +151.6% |
| 5Y | +109.5% | -79.2% | +188.6% | +220.0% |
| All | +1,644.6% | -67.5% | +1,712.1% | +2,339.4% |
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