+164.9%
ASML vs VST
+372.0%
-207.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.1% |
| 7D | +1.1% | +8.9% | -7.8% | -1.6% |
| 30D | +2.2% | +6.2% | -4.0% | +0.2% |
| 3M | -2.3% | -2.7% | +0.4% | -1.6% |
| 6M | +23.0% | -8.4% | +31.3% | +25.2% |
| YTD | +61.1% | -7.2% | +68.3% | +62.4% |
| 1Y | +129.1% | -20.9% | +150.0% | +140.0% |
| All | +164.9% | +372.0% | -207.0% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling