+149.3%
ASML vs VSXY
+37.4%
+111.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.7% |
| 7D | +1.1% | -14.0% | +15.1% | +3.7% |
| 30D | +2.2% | -15.9% | +18.1% | +5.0% |
| 3M | -2.3% | +3.4% | -5.7% | -3.6% |
| 6M | +23.0% | +25.9% | -2.9% | +14.5% |
| YTD | +61.1% | +39.5% | +21.6% | +46.2% |
| 1Y | +129.1% | +194.4% | -65.2% | +78.8% |
| 3Y | +165.4% | +281.4% | -116.1% | +77.4% |
| 5Y | +109.5% | +12.8% | +96.7% | +74.3% |
| All | +149.3% | +37.4% | +111.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling