+648.1%
ASML vs VRT
+1,971.1%
-1,322.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.9% | +9.3% | +1.1% |
| 7D | -10.0% | -15.4% | +5.4% | -4.6% |
| 30D | -19.4% | -19.0% | -0.5% | -13.7% |
| 3M | -12.5% | -23.8% | +11.4% | -4.6% |
| 6M | +8.2% | -37.9% | +46.1% | +25.5% |
| YTD | +40.7% | +27.0% | +13.8% | +25.3% |
| 1Y | +46.1% | +13.8% | +32.3% | +34.4% |
| 3Y | +138.5% | +410.3% | -271.8% | +17.0% |
| 5Y | +84.2% | +666.5% | -582.4% | -31.3% |
| All | +648.1% | +1,971.1% | -1,322.9% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling