+128.9%
ASML vs VMC
+38.8%
+90.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | +0.5% | -9.5% | -9.2% |
| 30D | -21.0% | +15.8% | -36.8% | -25.9% |
| 3M | -16.3% | +0.6% | -16.9% | -16.7% |
| 6M | -7.5% | -4.0% | -3.5% | -6.9% |
| YTD | +34.0% | -0.3% | +34.3% | +31.1% |
| 1Y | +39.3% | -0.5% | +39.8% | +36.4% |
| 3Y | +128.9% | +39.6% | +89.3% | +80.2% |
| All | +128.9% | +38.8% | +90.1% | +80.2% |
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