+117.9%
ASML vs VUG
+76.8%
+41.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -1.6% |
| 7D | -19.0% | -7.1% | -11.9% | -9.9% |
| 30D | -25.9% | -12.1% | -13.8% | -10.9% |
| 3M | -19.1% | -8.1% | -10.9% | -8.6% |
| 6M | -5.7% | -3.2% | -2.5% | -0.2% |
| YTD | +27.6% | +0.5% | +27.1% | +28.7% |
| 1Y | +30.8% | -0.7% | +31.5% | +34.2% |
| All | +117.9% | +76.8% | +41.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling