+84.0%
ASML vs VSXY
+106.2%
-22.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.3% | -1.5% |
| 7D | +10.4% | -1.6% | +11.9% | +10.7% |
| 30D | -12.7% | +17.8% | -30.5% | -15.5% |
| 3M | -17.2% | +12.5% | -29.7% | -19.5% |
| 6M | -1.3% | +124.7% | -126.0% | -18.0% |
| YTD | +40.8% | +93.2% | -52.4% | +19.2% |
| 1Y | +45.2% | +195.6% | -150.4% | +12.0% |
| 3Y | +131.8% | +434.6% | -302.8% | +40.8% |
| 5Y | +84.0% | +103.3% | -19.3% | +46.5% |
| All | +84.0% | +106.2% | -22.1% | +46.5% |
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 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