+1,395.4%
ASML vs VLO
+770.2%
+625.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.3% |
| 7D | -9.0% | -13.3% | +4.3% | -5.8% |
| 30D | -21.0% | -18.3% | -2.7% | -17.3% |
| 3M | -16.3% | +14.3% | -30.6% | -19.6% |
| 6M | -7.5% | +47.6% | -55.2% | -17.2% |
| YTD | +34.0% | +116.0% | -82.0% | +6.3% |
| 1Y | +39.3% | +101.0% | -61.7% | +12.6% |
| 3Y | +128.9% | +199.0% | -70.2% | +62.4% |
| 5Y | +76.1% | +419.0% | -343.0% | +4.1% |
| All | +1,395.4% | +770.2% | +625.2% | +635.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling