+1,534.9%
ASML vs VLO
+728.0%
+806.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -2.9% | -9.5% | +6.7% | -0.4% |
| 30D | -15.2% | -19.1% | +4.0% | -10.9% |
| 3M | -12.9% | +11.4% | -24.3% | -15.8% |
| 6M | -5.0% | +46.7% | -51.8% | -14.9% |
| YTD | +41.8% | +118.6% | -76.8% | +12.0% |
| 1Y | +46.0% | +99.9% | -53.8% | +18.1% |
| 3Y | +133.5% | +210.5% | -77.0% | +63.8% |
| 5Y | +93.0% | +432.7% | -339.7% | +13.0% |
| 10Y | +1,534.9% | +717.1% | +817.8% | +675.2% |
| All | +1,534.9% | +728.0% | +806.9% | +675.2% |
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