-7.5%
ASML vs VTI
+1.2%
-8.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.1% |
| 7D | -9.0% | -2.6% | -6.4% | -3.4% |
| 30D | -21.0% | -5.0% | -15.9% | -10.5% |
| 3M | -16.3% | -4.3% | -12.0% | -7.1% |
| 6M | -7.5% | +0.6% | -8.1% | -11.7% |
| All | -7.5% | +1.2% | -8.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 6mo: compounded portfolio wealth divided by compounded VTI 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…
6mo analysis · Full analysis span regression · 6 months rolling