+108.6%
ASML vs VSXY
+14.5%
+94.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.7% |
| 7D | +1.1% | -14.0% | +15.1% | +3.9% |
| 30D | +2.2% | -15.9% | +18.1% | +5.1% |
| 3M | -2.3% | +3.4% | -5.7% | -3.7% |
| 6M | +23.0% | +25.9% | -2.9% | +14.0% |
| YTD | +61.1% | +39.5% | +21.6% | +45.3% |
| 1Y | +129.1% | +194.4% | -65.2% | +75.6% |
| 3Y | +165.4% | +281.4% | -116.1% | +70.5% |
| All | +108.6% | +14.5% | +94.1% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling