+46.6%
ASML vs VSXY
+217.9%
-171.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +5.5% |
| 7D | -0.8% | +15.2% | -16.0% | -2.8% |
| 30D | -14.9% | +37.0% | -51.9% | -18.5% |
| 3M | -13.0% | +15.2% | -28.2% | -15.2% |
| 6M | -4.7% | +136.3% | -141.0% | -17.2% |
| YTD | +42.3% | +109.6% | -67.3% | +24.2% |
| All | +46.6% | +217.9% | -171.3% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling