+47.5%
ASML vs VFC
+37.3%
+10.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.8% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | -9.3% | +25.5% | -34.8% | -13.5% |
| 3M | -19.0% | +41.3% | -60.3% | -25.1% |
| 6M | -5.2% | +22.2% | -27.4% | -10.6% |
| YTD | +40.6% | +16.4% | +24.2% | +33.3% |
| 1Y | +47.5% | +38.4% | +9.1% | +40.0% |
| All | +47.5% | +37.3% | +10.2% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling