+30.8%
ASML vs VST
-39.0%
+69.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.2% | -6.8% |
| 7D | -19.0% | -19.9% | +0.9% | -11.7% |
| 30D | -25.9% | -29.7% | +3.7% | -15.2% |
| 3M | -19.1% | -19.6% | +0.5% | -12.4% |
| 6M | -5.7% | -29.4% | +23.7% | +6.5% |
| YTD | +27.6% | -29.7% | +57.3% | +40.4% |
| 1Y | +30.8% | -40.0% | +70.8% | +52.0% |
| All | +30.8% | -39.0% | +69.8% | +52.0% |
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