+8,378.8%
ASML vs VIG
+623.5%
+7,755.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | +2.2% | -1.0% | +3.2% | +3.5% |
| 3M | -2.3% | +2.8% | -5.1% | -5.8% |
| 6M | +23.0% | +8.2% | +14.8% | +11.3% |
| YTD | +61.1% | +11.0% | +50.0% | +41.2% |
| 1Y | +129.1% | +16.1% | +113.0% | +89.4% |
| 3Y | +165.4% | +56.2% | +109.2% | +50.2% |
| 5Y | +109.5% | +63.0% | +46.5% | +17.5% |
| 10Y | +1,645.7% | +241.4% | +1,404.3% | +285.6% |
| All | +8,378.8% | +623.5% | +7,755.3% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling