+67.7%
ASML vs VRT
+555.9%
-488.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -4.4% |
| 7D | -19.0% | -28.1% | +9.1% | -9.2% |
| 30D | -25.9% | -30.2% | +4.3% | -16.5% |
| 3M | -19.1% | -36.4% | +17.3% | -6.1% |
| 6M | -5.7% | -48.2% | +42.4% | +16.1% |
| YTD | +27.6% | +9.2% | +18.4% | +20.8% |
| 1Y | +30.8% | -7.2% | +38.0% | +30.1% |
| 3Y | +116.2% | +338.7% | -222.5% | +17.2% |
| 5Y | +67.7% | +542.8% | -475.2% | -31.7% |
| All | +67.7% | +555.9% | -488.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 5y: compounded portfolio wealth divided by compounded VRT 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…
5y analysis · Full analysis span regression · 6 months rolling