-5.7%
ASML vs VO
+3.3%
-9.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -1.9% |
| 7D | -19.0% | -3.3% | -15.7% | -12.6% |
| 30D | -25.9% | -1.8% | -24.1% | -22.4% |
| 3M | -19.1% | -3.4% | -15.7% | -11.7% |
| 6M | -5.7% | +3.0% | -8.7% | -13.8% |
| All | -5.7% | +3.3% | -9.0% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling