+82.7%
ASML vs VIVK
-100.0%
+182.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | -0.1% |
| 7D | +4.9% | -57.7% | +62.6% | +4.9% |
| 30D | -9.3% | -87.3% | +78.0% | -9.7% |
| 3M | -19.0% | -98.9% | +79.9% | -20.4% |
| 6M | -5.2% | -100.0% | +94.7% | -8.5% |
| YTD | +40.6% | -100.0% | +140.6% | +36.3% |
| 1Y | +47.5% | -100.0% | +147.5% | +41.5% |
| 3Y | +133.9% | -100.0% | +233.9% | +121.4% |
| All | +82.7% | -100.0% | +182.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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