+1,644.6%
ASML vs VSH
+169.0%
+1,475.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.3% | +1.8% |
| 7D | +1.1% | +4.1% | -3.0% | -1.0% |
| 30D | +2.2% | -4.2% | +6.3% | +3.8% |
| 3M | -2.3% | -50.0% | +47.7% | +36.2% |
| 6M | +23.0% | +80.2% | -57.2% | -17.5% |
| YTD | +61.1% | +121.1% | -60.0% | -4.3% |
| 1Y | +129.1% | +112.0% | +17.1% | +37.6% |
| 3Y | +165.4% | +22.5% | +142.8% | +104.7% |
| 5Y | +109.5% | +64.0% | +45.4% | +35.6% |
| All | +1,644.6% | +169.0% | +1,475.5% | +741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling