+120.3%
ASML vs VSXY
+106.4%
+13.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +5.3% |
| 7D | -0.8% | +15.2% | -16.0% | -3.4% |
| 30D | -14.9% | +37.0% | -51.9% | -19.7% |
| 3M | -13.0% | +15.2% | -28.2% | -15.7% |
| 6M | -4.7% | +136.3% | -141.0% | -20.7% |
| YTD | +42.3% | +109.6% | -67.3% | +19.8% |
| 1Y | +49.7% | +223.7% | -174.0% | +15.4% |
| 3Y | +144.3% | +516.3% | -372.0% | +50.2% |
| 5Y | +86.4% | +125.1% | -38.8% | +42.8% |
| All | +120.3% | +106.4% | +13.9% | +66.8% |
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