+6,704.0%
ASML vs VIVK
-100.0%
+6,804.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.3% | +16.5% | +4.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | +2.2% | -43.6% | +45.8% | +2.2% |
| 3M | -2.3% | -95.1% | +92.8% | -2.2% |
| 6M | +23.0% | -98.2% | +121.2% | +23.2% |
| YTD | +61.1% | -97.9% | +159.0% | +61.2% |
| 1Y | +129.1% | -100.0% | +229.1% | +129.9% |
| 3Y | +165.4% | -100.0% | +265.3% | +166.0% |
| 5Y | +109.5% | -100.0% | +209.5% | +110.0% |
| 10Y | +1,645.7% | -100.0% | +1,745.7% | +1,642.3% |
| All | +6,704.0% | -100.0% | +6,804.0% | +6,859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling