+22,347.2%
ASML vs VTR
+1,510.6%
+20,836.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.9% | +3.8% | -6.6% | -3.8% |
| 30D | -15.2% | +10.1% | -25.3% | -17.5% |
| 3M | -12.9% | -1.2% | -11.7% | -13.0% |
| 6M | -5.0% | +4.8% | -9.8% | -7.3% |
| YTD | +41.8% | +18.9% | +22.9% | +33.7% |
| 1Y | +46.0% | +21.8% | +24.2% | +36.7% |
| 3Y | +133.5% | +132.0% | +1.5% | +81.4% |
| 5Y | +93.0% | +94.7% | -1.7% | +56.3% |
| 10Y | +1,534.9% | +136.8% | +1,398.1% | +1,036.8% |
| All | +22,347.2% | +1,510.6% | +20,836.6% | +10,101.3% |
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 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