+140.3%
ASML vs VST
+251.1%
-110.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.8% | +10.2% | +0.8% |
| 7D | -10.0% | -15.7% | +5.7% | -5.2% |
| 30D | -19.4% | -17.0% | -2.5% | -15.1% |
| 3M | -12.5% | -15.9% | +3.4% | -8.1% |
| 6M | +8.2% | -25.0% | +33.2% | +17.3% |
| YTD | +40.7% | -25.1% | +65.8% | +51.0% |
| 1Y | +46.1% | -34.9% | +81.0% | +63.0% |
| All | +140.3% | +251.1% | -110.7% | +63.9% |
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 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