+5,560.3%
ASML vs VIVK
-100.0%
+5,660.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +34.1% | -29.1% | +5.0% |
| 7D | -9.0% | -42.9% | +33.9% | -9.0% |
| 30D | -21.0% | -88.6% | +67.6% | -20.9% |
| 3M | -16.3% | -97.7% | +81.4% | -16.1% |
| 6M | -7.5% | -99.9% | +92.4% | -7.2% |
| YTD | +34.0% | -99.9% | +133.9% | +34.4% |
| 1Y | +39.3% | -100.0% | +139.3% | +39.9% |
| 3Y | +128.9% | -100.0% | +228.9% | +129.8% |
| 5Y | +76.1% | -100.0% | +176.1% | +76.9% |
| 10Y | +1,428.4% | -100.0% | +1,528.4% | +1,428.3% |
| All | +5,560.3% | -100.0% | +5,660.3% | +5,699.8% |
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