+108.6%
ASML vs VMC
+52.7%
+55.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.6% |
| 7D | +1.1% | -4.3% | +5.4% | +3.8% |
| 30D | +2.2% | -8.2% | +10.4% | +7.5% |
| 3M | -2.3% | -7.0% | +4.7% | +0.4% |
| 6M | +23.0% | -10.8% | +33.7% | +30.0% |
| YTD | +61.1% | -7.4% | +68.5% | +64.4% |
| 1Y | +129.1% | -9.5% | +138.6% | +136.4% |
| 3Y | +165.4% | +20.5% | +144.9% | +114.1% |
| All | +108.6% | +52.7% | +55.9% | +36.8% |
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