+1,670.8%
ASML vs VTR
+85.7%
+1,585.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.7% |
| 7D | +1.1% | -1.7% | +2.8% | +1.5% |
| 30D | +2.2% | -2.4% | +4.6% | +2.7% |
| 3M | -2.3% | +14.8% | -17.1% | -6.7% |
| 6M | +23.0% | +5.3% | +17.6% | +20.1% |
| YTD | +61.1% | +18.1% | +43.0% | +52.3% |
| 1Y | +129.1% | +36.7% | +92.4% | +107.7% |
| 3Y | +165.4% | +130.1% | +35.3% | +103.8% |
| 5Y | +109.5% | +89.5% | +20.0% | +68.1% |
| All | +1,670.8% | +85.7% | +1,585.1% | +1,146.3% |
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