+1,805.2%
ASML vs VNQ
+60.9%
+1,744.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | +1.4% | -2.5% | +3.9% | +3.1% |
| 3M | +1.0% | +1.4% | -0.3% | -0.9% |
| 6M | +37.0% | +4.6% | +32.4% | +31.4% |
| YTD | +65.8% | +10.5% | +55.2% | +52.5% |
| 1Y | +123.1% | +8.4% | +114.7% | +107.8% |
| 3Y | +188.2% | +32.4% | +155.7% | +125.9% |
| 5Y | +115.6% | +5.5% | +110.1% | +102.2% |
| All | +1,805.2% | +60.9% | +1,744.3% | +1,223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling