+164.9%
ASML vs VIG
+56.4%
+108.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +5.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.8% |
| 30D | +2.2% | -1.0% | +3.2% | +3.8% |
| 3M | -2.3% | +2.8% | -5.1% | -6.9% |
| 6M | +23.0% | +8.2% | +14.8% | +7.8% |
| YTD | +61.1% | +11.0% | +50.0% | +35.8% |
| 1Y | +129.1% | +16.1% | +113.0% | +79.8% |
| All | +164.9% | +56.4% | +108.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling