+144.3%
ASML vs VNQ
+43.4%
+100.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.7% |
| 30D | -14.9% | +7.3% | -22.2% | -17.3% |
| 3M | -13.0% | -0.3% | -12.7% | -12.8% |
| 6M | -4.7% | +2.5% | -7.2% | -6.4% |
| YTD | +42.3% | +13.1% | +29.2% | +32.6% |
| 1Y | +49.7% | +11.9% | +37.8% | +40.2% |
| 3Y | +144.3% | +46.2% | +98.1% | +92.9% |
| All | +144.3% | +43.4% | +100.9% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling