+75.5%
ASML vs VIG
+59.0%
+16.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.7% |
| 7D | -9.0% | -1.8% | -7.2% | -6.0% |
| 30D | -21.0% | +2.7% | -23.6% | -24.7% |
| 3M | -16.3% | 0.0% | -16.3% | -16.5% |
| 6M | -7.5% | +6.8% | -14.3% | -17.9% |
| YTD | +34.0% | +12.1% | +21.9% | +10.1% |
| 1Y | +39.3% | +14.8% | +24.5% | +9.6% |
| 3Y | +128.9% | +62.4% | +66.4% | -3.7% |
| All | +75.5% | +59.0% | +16.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling