+7,846.0%
ASML vs VT
+371.8%
+7,474.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.5% |
| 7D | +6.0% | +1.0% | +5.0% | +4.6% |
| 30D | +1.4% | -0.2% | +1.6% | +1.6% |
| 3M | +1.0% | +4.5% | -3.5% | -3.7% |
| 6M | +37.0% | +14.1% | +22.9% | +18.3% |
| YTD | +65.8% | +14.8% | +51.0% | +42.8% |
| 1Y | +123.1% | +21.2% | +101.9% | +80.5% |
| 3Y | +188.2% | +76.6% | +111.6% | +52.6% |
| 5Y | +115.6% | +66.6% | +49.0% | +29.5% |
| 10Y | +1,761.8% | +222.3% | +1,539.6% | +478.1% |
| All | +7,846.0% | +371.8% | +7,474.2% | +1,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling