+164.9%
ASML vs VSXY
+289.1%
-124.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.8% |
| 7D | +1.1% | -14.0% | +15.1% | +3.1% |
| 30D | +2.2% | -15.9% | +18.1% | +4.3% |
| 3M | -2.3% | +3.4% | -5.7% | -3.3% |
| 6M | +23.0% | +25.9% | -2.9% | +16.4% |
| YTD | +61.1% | +39.5% | +21.6% | +49.8% |
| 1Y | +129.1% | +194.4% | -65.2% | +91.4% |
| All | +164.9% | +289.1% | -124.1% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling