+67.7%
ASML vs VFC
-67.9%
+135.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.6% |
| 7D | -19.0% | +10.9% | -29.9% | -21.1% |
| 30D | -25.9% | +40.6% | -66.6% | -32.1% |
| 3M | -19.1% | +34.4% | -53.5% | -25.1% |
| 6M | -5.7% | +12.3% | -18.0% | -9.7% |
| YTD | +27.6% | +14.4% | +13.2% | +21.1% |
| 1Y | +30.8% | +40.6% | -9.8% | +17.5% |
| 3Y | +116.2% | +40.1% | +76.1% | +73.8% |
| 5Y | +67.7% | -67.6% | +135.3% | +187.3% |
| All | +67.7% | -67.9% | +135.6% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling