+137.6%
ASML vs VG
-39.3%
+176.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | +2.2% | +16.0% | -13.8% | +1.8% |
| 3M | -2.3% | +9.7% | -12.0% | -2.6% |
| 6M | +23.0% | +29.6% | -6.6% | +18.9% |
| YTD | +61.1% | +112.0% | -51.0% | +45.2% |
| 1Y | +129.1% | +12.8% | +116.3% | +123.1% |
| All | +137.6% | -39.3% | +176.9% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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