+77,094.7%
ASML vs VFC
+677.3%
+76,417.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.2% |
| 7D | -19.0% | +10.9% | -29.9% | -22.5% |
| 30D | -25.9% | +40.6% | -66.6% | -35.8% |
| 3M | -19.1% | +34.4% | -53.5% | -28.8% |
| 6M | -5.7% | +12.3% | -18.0% | -12.5% |
| YTD | +27.6% | +14.4% | +13.2% | +16.6% |
| 1Y | +30.8% | +40.6% | -9.8% | +8.8% |
| 3Y | +116.2% | +40.1% | +76.1% | +47.5% |
| 5Y | +67.7% | -67.6% | +135.3% | +119.5% |
| 10Y | +1,355.3% | -45.9% | +1,401.3% | +1,202.0% |
| All | +77,094.7% | +677.3% | +76,417.4% | +15,673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling