+117.9%
ASML vs VMC
+40.2%
+77.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -7.7% |
| 7D | -19.0% | +1.9% | -20.9% | -19.7% |
| 30D | -25.9% | +14.7% | -40.7% | -30.3% |
| 3M | -19.1% | -0.3% | -18.8% | -19.1% |
| 6M | -5.7% | -1.7% | -4.1% | -6.2% |
| YTD | +27.6% | +0.7% | +26.9% | +24.3% |
| 1Y | +30.8% | +0.9% | +29.9% | +27.3% |
| All | +117.9% | +40.2% | +77.7% | +71.0% |
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