+75.5%
ASML vs VMC
+42.5%
+33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.6% |
| 7D | -9.0% | +0.5% | -9.5% | -9.4% |
| 30D | -21.0% | +15.8% | -36.8% | -28.2% |
| 3M | -16.3% | +0.6% | -16.9% | -17.1% |
| 6M | -7.5% | -4.0% | -3.5% | -7.2% |
| YTD | +34.0% | -0.3% | +34.3% | +29.9% |
| 1Y | +39.3% | -0.5% | +39.8% | +35.1% |
| 3Y | +128.9% | +39.6% | +89.3% | +62.7% |
| All | +75.5% | +42.5% | +33.0% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling