+77,094.7%
ASML vs VMC
+2,450.8%
+74,643.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -7.5% |
| 7D | -19.0% | +1.9% | -20.9% | -19.8% |
| 30D | -25.9% | +14.7% | -40.7% | -30.6% |
| 3M | -19.1% | -0.3% | -18.8% | -19.4% |
| 6M | -5.7% | -1.7% | -4.1% | -6.5% |
| YTD | +27.6% | +0.7% | +26.9% | +25.1% |
| 1Y | +30.8% | +0.9% | +29.9% | +28.1% |
| 3Y | +116.2% | +40.5% | +75.7% | +80.3% |
| 5Y | +67.7% | +51.5% | +16.1% | +35.9% |
| 10Y | +1,355.3% | +166.5% | +1,188.8% | +749.2% |
| All | +77,094.7% | +2,450.8% | +74,643.9% | +14,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling