+25,395.6%
ASML vs VTR
+1,499.7%
+23,895.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | +23.0% | +5.3% | +17.6% | +20.1% |
| YTD | +61.1% | +18.1% | +43.0% | +52.5% |
| 1Y | +129.1% | +36.7% | +92.4% | +108.4% |
| 3Y | +165.4% | +130.1% | +35.3% | +107.1% |
| 5Y | +109.5% | +89.5% | +20.0% | +70.8% |
| 10Y | +1,645.7% | +87.4% | +1,558.4% | +1,193.1% |
| All | +25,395.6% | +1,499.7% | +23,895.8% | +11,543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling