+164.9%
ASML vs VTR
+130.4%
+34.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.1% |
| 30D | +2.2% | -2.4% | +4.6% | +2.2% |
| 3M | -2.3% | +14.8% | -17.1% | -3.7% |
| 6M | +23.0% | +5.3% | +17.6% | +22.6% |
| YTD | +61.1% | +18.1% | +43.0% | +58.3% |
| 1Y | +129.1% | +36.7% | +92.4% | +120.6% |
| All | +164.9% | +130.4% | +34.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling