+1,559.3%
ASML vs VIG
+262.6%
+1,296.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | +3.1% | +7.3% | +5.7% |
| 30D | -12.7% | +5.0% | -17.8% | -18.6% |
| 3M | -17.2% | +2.7% | -19.9% | -20.3% |
| 6M | -1.3% | +11.0% | -12.3% | -14.8% |
| YTD | +40.8% | +16.0% | +24.8% | +15.1% |
| 1Y | +45.2% | +16.3% | +29.0% | +18.4% |
| 3Y | +131.8% | +66.8% | +65.0% | +16.0% |
| 5Y | +84.0% | +64.8% | +19.3% | -2.9% |
| All | +1,559.3% | +262.6% | +1,296.7% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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