+1,505.1%
ASML vs VT
+231.8%
+1,273.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -6.4% |
| 7D | -10.0% | -0.3% | -9.7% | -9.6% |
| 30D | -19.4% | -1.4% | -18.0% | -17.4% |
| 3M | -12.5% | -1.4% | -11.1% | -10.3% |
| 6M | +8.2% | +5.5% | +2.8% | +1.1% |
| YTD | +40.7% | +12.8% | +27.9% | +19.3% |
| 1Y | +46.1% | +15.4% | +30.7% | +19.7% |
| 3Y | +138.5% | +76.9% | +61.6% | +4.3% |
| 5Y | +84.2% | +60.4% | +23.8% | -2.3% |
| 10Y | +1,505.1% | +232.8% | +1,272.4% | +257.5% |
| All | +1,505.1% | +231.8% | +1,273.3% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling