+1,582.8%
ASML vs VO
+202.1%
+1,380.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.1% |
| 7D | +2.5% | +0.2% | +2.3% | +2.6% |
| 30D | -12.2% | +2.0% | -14.2% | -14.2% |
| 3M | -14.6% | -0.3% | -14.3% | -14.0% |
| 6M | -1.7% | +7.3% | -9.0% | -9.6% |
| YTD | +44.3% | +15.0% | +29.3% | +22.2% |
| 1Y | +51.0% | +14.7% | +36.3% | +28.3% |
| 3Y | +137.6% | +67.3% | +70.3% | +25.4% |
| 5Y | +92.7% | +38.8% | +53.9% | +33.0% |
| 10Y | +1,582.8% | +201.6% | +1,381.2% | +421.6% |
| All | +1,582.8% | +202.1% | +1,380.7% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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