+1,559.3%
ASML vs VSH
+124.9%
+1,434.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | 0.0% |
| 7D | +10.4% | +26.2% | -15.8% | -2.8% |
| 30D | -12.7% | -12.5% | -0.2% | -7.7% |
| 3M | -17.2% | -16.9% | -0.3% | -11.0% |
| 6M | -1.3% | -17.0% | +15.7% | +0.1% |
| YTD | +40.8% | +93.8% | -53.0% | -12.5% |
| 1Y | +45.2% | +99.3% | -54.1% | -11.5% |
| 3Y | +131.8% | +35.0% | +96.8% | +62.8% |
| 5Y | +84.0% | +45.8% | +38.2% | +24.1% |
| All | +1,559.3% | +124.9% | +1,434.4% | +780.9% |
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