+67.7%
ASML vs VSH
+19.6%
+48.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.8% | +5.5% | -1.7% |
| 7D | -19.0% | -25.2% | +6.1% | -6.4% |
| 30D | -25.9% | -41.8% | +15.9% | -3.2% |
| 3M | -19.1% | -33.4% | +14.4% | -2.4% |
| 6M | -5.7% | -31.0% | +25.3% | +5.0% |
| YTD | +27.6% | +53.6% | -26.0% | -12.0% |
| 1Y | +30.8% | +46.3% | -15.5% | -7.6% |
| 3Y | +116.2% | -1.0% | +117.2% | +86.0% |
| 5Y | +67.7% | +18.6% | +49.0% | +14.4% |
| All | +67.7% | +19.6% | +48.1% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling