+1,395.4%
ASML vs VSH
+95.6%
+1,299.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.7% | -0.7% | +2.0% |
| 7D | -9.0% | -12.9% | +3.9% | -2.5% |
| 30D | -21.0% | -36.9% | +15.9% | -0.6% |
| 3M | -16.3% | -28.8% | +12.5% | -2.3% |
| 6M | -7.5% | -30.3% | +22.8% | +3.3% |
| YTD | +34.0% | +62.4% | -28.4% | -8.0% |
| 1Y | +39.3% | +62.5% | -23.2% | -4.8% |
| 3Y | +128.9% | +7.4% | +121.5% | +82.9% |
| 5Y | +76.1% | +25.4% | +50.7% | +29.2% |
| All | +1,395.4% | +95.6% | +1,299.8% | +794.6% |
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