+108.6%
ASML vs VST
+761.6%
-653.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.0% |
| 7D | +1.1% | +8.9% | -7.8% | -1.8% |
| 30D | +2.2% | +6.2% | -4.0% | +0.1% |
| 3M | -2.3% | -2.7% | +0.4% | -1.6% |
| 6M | +23.0% | -8.4% | +31.3% | +25.4% |
| YTD | +61.1% | -7.2% | +68.3% | +62.5% |
| 1Y | +129.1% | -20.9% | +150.0% | +141.1% |
| 3Y | +165.4% | +384.0% | -218.6% | +24.0% |
| All | +108.6% | +761.6% | -653.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling