+1,582.8%
ASML vs VTV
+232.1%
+1,350.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +0.5% |
| 7D | +2.5% | -0.4% | +3.0% | +3.4% |
| 30D | -12.2% | +3.9% | -16.1% | -16.2% |
| 3M | -14.6% | +2.6% | -17.2% | -17.2% |
| 6M | -1.7% | +11.5% | -13.3% | -13.9% |
| YTD | +44.3% | +22.3% | +22.0% | +13.8% |
| 1Y | +51.0% | +24.5% | +26.5% | +16.5% |
| 3Y | +137.6% | +78.8% | +58.8% | +19.3% |
| 5Y | +92.7% | +78.6% | +14.1% | +0.1% |
| 10Y | +1,582.8% | +231.8% | +1,351.0% | +410.2% |
| All | +1,582.8% | +232.1% | +1,350.8% | +410.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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