+46.1%
ASML vs VST
-35.7%
+81.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.8% | +10.2% | +1.9% |
| 7D | -10.0% | -15.7% | +5.7% | -4.0% |
| 30D | -19.4% | -17.0% | -2.5% | -14.1% |
| 3M | -12.5% | -15.9% | +3.4% | -7.1% |
| 6M | +8.2% | -25.0% | +33.2% | +19.1% |
| YTD | +40.7% | -25.1% | +65.8% | +50.6% |
| 1Y | +46.1% | -34.9% | +81.0% | +65.4% |
| All | +46.1% | -35.7% | +81.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling