+1,395.4%
ASML vs VTV
+233.8%
+1,161.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.5% |
| 7D | -9.0% | -2.2% | -6.8% | -6.4% |
| 30D | -21.0% | +2.2% | -23.2% | -23.1% |
| 3M | -16.3% | +0.3% | -16.6% | -16.7% |
| 6M | -7.5% | +8.3% | -15.8% | -16.0% |
| YTD | +34.0% | +18.5% | +15.5% | +9.8% |
| 1Y | +39.3% | +23.0% | +16.3% | +9.0% |
| 3Y | +128.9% | +72.6% | +56.2% | +20.2% |
| 5Y | +76.1% | +73.3% | +2.8% | -4.9% |
| All | +1,395.4% | +233.8% | +1,161.6% | +411.0% |
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