+140.3%
ASML vs VT
+76.6%
+63.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -7.0% |
| 7D | -10.0% | -0.3% | -9.7% | -9.5% |
| 30D | -19.4% | -1.4% | -18.0% | -16.9% |
| 3M | -12.5% | -1.4% | -11.1% | -9.9% |
| 6M | +8.2% | +5.5% | +2.8% | -0.8% |
| YTD | +40.7% | +12.8% | +27.9% | +14.7% |
| 1Y | +46.1% | +15.4% | +30.7% | +14.3% |
| All | +140.3% | +76.6% | +63.8% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling