+1,534.9%
ASML vs VSH
+117.5%
+1,417.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | -15.2% | -21.3% | +6.1% | -5.1% |
| 3M | -12.9% | -18.9% | +6.0% | -4.9% |
| 6M | -5.0% | -21.4% | +16.4% | -0.6% |
| YTD | +41.8% | +86.8% | -45.0% | -9.9% |
| 1Y | +46.0% | +85.8% | -39.7% | -7.2% |
| 3Y | +133.5% | +30.1% | +103.3% | +67.6% |
| 5Y | +93.0% | +42.8% | +50.2% | +31.9% |
| 10Y | +1,534.9% | +121.2% | +1,413.7% | +803.4% |
| All | +1,534.9% | +117.5% | +1,417.4% | +803.4% |
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