+1,565.0%
ASML vs VT
+226.2%
+1,338.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -1.6% | -3.5% | -2.4% |
| 30D | -16.8% | -2.5% | -14.3% | -13.0% |
| 3M | -5.4% | -1.3% | -4.1% | -3.0% |
| 6M | +9.1% | +3.1% | +6.0% | +5.9% |
| YTD | +46.0% | +10.9% | +35.0% | +27.4% |
| 1Y | +46.4% | +12.1% | +34.3% | +26.0% |
| 3Y | +147.4% | +73.9% | +73.5% | +11.4% |
| 5Y | +95.8% | +58.0% | +37.8% | +6.7% |
| All | +1,565.0% | +226.2% | +1,338.8% | +281.9% |
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