-5.7%
ASML vs VMC
-0.8%
-4.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -9.3% |
| 7D | -19.0% | +1.9% | -20.9% | -18.7% |
| 30D | -25.9% | +14.7% | -40.7% | -25.5% |
| 3M | -19.1% | -0.3% | -18.8% | -19.2% |
| 6M | -5.7% | -1.7% | -4.1% | -6.5% |
| All | -5.7% | -0.8% | -4.9% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling