+117.9%
ASML vs VSH
+1.1%
+116.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.8% | +5.5% | -3.0% |
| 7D | -19.0% | -25.2% | +6.1% | -8.6% |
| 30D | -25.9% | -41.8% | +15.9% | -7.6% |
| 3M | -19.1% | -33.4% | +14.4% | -5.3% |
| 6M | -5.7% | -31.0% | +25.3% | +5.1% |
| YTD | +27.6% | +53.6% | -26.0% | -0.9% |
| 1Y | +30.8% | +46.3% | -15.5% | +3.5% |
| All | +117.9% | +1.1% | +116.9% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling