+7,415.1%
ASML vs VO
+799.0%
+6,616.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -5.2% |
| 7D | -19.0% | -3.3% | -15.7% | -15.5% |
| 30D | -25.9% | -1.8% | -24.1% | -24.1% |
| 3M | -19.1% | -3.4% | -15.7% | -15.5% |
| 6M | -5.7% | +3.0% | -8.7% | -8.1% |
| YTD | +27.6% | +10.7% | +16.9% | +15.2% |
| 1Y | +30.8% | +11.8% | +19.0% | +16.7% |
| 3Y | +116.2% | +60.4% | +55.9% | +29.4% |
| 5Y | +67.7% | +33.6% | +34.1% | +29.0% |
| 10Y | +1,355.3% | +202.0% | +1,153.4% | +374.0% |
| All | +7,415.1% | +799.0% | +6,616.0% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling