+756.3%
ASML vs VRT
+2,725.9%
-1,969.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.6% |
| 7D | +1.1% | +9.1% | -8.0% | -2.1% |
| 30D | +2.2% | +0.9% | +1.3% | +1.7% |
| 3M | -2.3% | -13.4% | +11.1% | +1.9% |
| 6M | +23.0% | +11.7% | +11.3% | +16.6% |
| YTD | +61.1% | +73.2% | -12.2% | +29.4% |
| 1Y | +129.1% | +123.4% | +5.7% | +66.5% |
| 3Y | +165.4% | +606.2% | -440.8% | +16.3% |
| 5Y | +109.5% | +899.9% | -790.4% | -28.5% |
| All | +756.3% | +2,725.9% | -1,969.6% | +79.1% |
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