+1,630.5%
ASML vs VST
+1,175.7%
+454.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.1% |
| 7D | +1.1% | +8.9% | -7.8% | -1.5% |
| 30D | +2.2% | +6.2% | -4.0% | +0.3% |
| 3M | -2.3% | -2.7% | +0.4% | -1.6% |
| 6M | +23.0% | -8.4% | +31.3% | +25.3% |
| YTD | +61.1% | -7.2% | +68.3% | +62.6% |
| 1Y | +129.1% | -20.9% | +150.0% | +140.4% |
| 3Y | +165.4% | +384.0% | -218.6% | +49.2% |
| 5Y | +109.5% | +757.1% | -647.6% | -0.8% |
| All | +1,630.5% | +1,175.7% | +454.8% | +624.9% |
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