+1,504.8%
ASML vs VTR
+119.4%
+1,385.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.6% |
| 30D | -14.9% | +9.1% | -24.0% | -16.9% |
| 3M | -13.0% | -3.6% | -9.4% | -12.5% |
| 6M | -4.7% | +3.8% | -8.5% | -6.7% |
| YTD | +42.3% | +17.8% | +24.5% | +34.4% |
| 1Y | +49.7% | +20.5% | +29.2% | +40.4% |
| 3Y | +144.3% | +132.4% | +11.9% | +87.1% |
| 5Y | +86.4% | +99.9% | -13.5% | +47.7% |
| 10Y | +1,504.8% | +124.3% | +1,380.5% | +936.9% |
| All | +1,504.8% | +119.4% | +1,385.4% | +936.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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