+135.7%
ASML vs VLTO
+54.1%
+81.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.2% |
| 7D | -19.0% | +12.0% | -31.0% | -21.4% |
| 30D | -25.9% | +20.8% | -46.8% | -29.9% |
| 3M | -19.1% | +20.1% | -39.2% | -23.3% |
| 6M | -5.7% | +32.6% | -38.4% | -15.0% |
| YTD | +27.6% | +17.3% | +10.3% | +22.2% |
| 1Y | +30.8% | +17.3% | +13.5% | +24.8% |
| 3Y | +116.2% | +66.9% | +49.3% | +81.9% |
| All | +135.7% | +54.1% | +81.6% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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