+1,504.8%
ASML vs VNQ
+84.1%
+1,420.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.0% |
| 7D | -0.8% | +2.4% | -3.2% | -2.5% |
| 30D | -14.9% | +7.3% | -22.2% | -19.3% |
| 3M | -13.0% | -0.3% | -12.7% | -13.0% |
| 6M | -4.7% | +2.5% | -7.2% | -7.5% |
| YTD | +42.3% | +13.1% | +29.2% | +28.5% |
| 1Y | +49.7% | +11.9% | +37.8% | +36.1% |
| 3Y | +144.3% | +46.2% | +98.1% | +77.2% |
| 5Y | +86.4% | +7.4% | +79.0% | +72.2% |
| 10Y | +1,504.8% | +82.5% | +1,422.3% | +962.4% |
| All | +1,504.8% | +84.1% | +1,420.7% | +962.4% |
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