+1,323.9%
ASML vs VST
+996.4%
+327.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.2% | -7.4% |
| 7D | -19.0% | -19.9% | +0.9% | -13.3% |
| 30D | -25.9% | -29.7% | +3.7% | -17.6% |
| 3M | -19.1% | -19.6% | +0.5% | -13.8% |
| 6M | -5.7% | -29.4% | +23.7% | +4.1% |
| YTD | +27.6% | -29.7% | +57.3% | +39.7% |
| 1Y | +30.8% | -40.0% | +70.8% | +49.8% |
| 3Y | +116.2% | +231.0% | -114.8% | +35.2% |
| 5Y | +67.7% | +500.1% | -432.4% | -12.8% |
| All | +1,323.9% | +996.4% | +327.6% | +535.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling