+108.6%
ASML vs VTR
+86.5%
+22.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 6M | +23.0% | +5.3% | +17.6% | +19.8% |
| YTD | +61.1% | +18.1% | +43.0% | +50.7% |
| 1Y | +129.1% | +36.7% | +92.4% | +103.1% |
| 3Y | +165.4% | +130.1% | +35.3% | +82.9% |
| All | +108.6% | +86.5% | +22.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling