+1,582.8%
ASML vs VMC
+129.3%
+1,453.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.5% | -4.3% | +6.8% | +4.8% |
| 30D | -12.2% | +16.2% | -28.4% | -18.4% |
| 3M | -14.6% | -0.8% | -13.8% | -14.7% |
| 6M | -1.7% | +1.2% | -2.9% | -3.9% |
| YTD | +44.3% | +0.5% | +43.8% | +41.3% |
| 1Y | +51.0% | -2.9% | +53.9% | +50.3% |
| 3Y | +137.6% | +37.3% | +100.2% | +97.0% |
| 5Y | +92.7% | +48.8% | +44.0% | +52.9% |
| 10Y | +1,582.8% | +131.4% | +1,451.4% | +909.4% |
| All | +1,582.8% | +129.3% | +1,453.5% | +909.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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