+67.7%
ASML vs VMC
+51.1%
+16.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -6.9% |
| 7D | -19.0% | +1.9% | -20.9% | -20.0% |
| 30D | -25.9% | +14.7% | -40.7% | -32.2% |
| 3M | -19.1% | -0.3% | -18.8% | -19.4% |
| 6M | -5.7% | -1.7% | -4.1% | -6.8% |
| YTD | +27.6% | +0.7% | +26.9% | +23.0% |
| 1Y | +30.8% | +0.9% | +29.9% | +25.8% |
| 3Y | +116.2% | +40.5% | +75.7% | +54.0% |
| 5Y | +67.7% | +51.5% | +16.1% | +6.2% |
| All | +67.7% | +51.1% | +16.5% | +6.2% |
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 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