+164.9%
ASML vs VMC
+21.0%
+143.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +1.1% | -4.3% | +5.4% | +3.1% |
| 30D | +2.2% | -8.2% | +10.4% | +6.1% |
| 3M | -2.3% | -7.0% | +4.7% | -0.4% |
| 6M | +23.0% | -10.8% | +33.7% | +28.1% |
| YTD | +61.1% | -7.4% | +68.5% | +63.1% |
| 1Y | +129.1% | -9.5% | +138.6% | +134.0% |
| All | +164.9% | +21.0% | +143.9% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling