+123.4%
ASML vs VSXY
+99.7%
+23.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.5% | +0.8% | +1.7% | +2.5% |
| 30D | -12.2% | +24.0% | -36.2% | -15.6% |
| 3M | -14.6% | +16.7% | -31.3% | -17.4% |
| 6M | -1.7% | +138.6% | -140.4% | -18.4% |
| YTD | +44.3% | +102.8% | -58.5% | +22.2% |
| 1Y | +51.0% | +214.2% | -163.2% | +17.0% |
| 3Y | +137.6% | +461.4% | -323.8% | +49.1% |
| 5Y | +92.7% | +118.3% | -25.5% | +48.5% |
| All | +123.4% | +99.7% | +23.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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