+1,644.6%
ASML vs VLO
+886.4%
+758.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +5.2% | -4.1% | -0.2% |
| 30D | +2.2% | +22.6% | -20.4% | -2.9% |
| 3M | -2.3% | +43.8% | -46.1% | -11.1% |
| 6M | +23.0% | +65.7% | -42.8% | +6.4% |
| YTD | +61.1% | +131.1% | -70.0% | +26.6% |
| 1Y | +129.1% | +143.6% | -14.5% | +76.9% |
| 3Y | +165.4% | +201.4% | -36.0% | +89.1% |
| 5Y | +109.5% | +568.9% | -459.4% | +16.1% |
| All | +1,644.6% | +886.4% | +758.2% | +751.2% |
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