+164.9%
ASML vs VUG
+86.3%
+78.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +2.2% | -0.3% | +2.5% | +2.5% |
| 3M | -2.3% | -0.7% | -1.6% | -1.0% |
| 6M | +23.0% | +14.6% | +8.3% | +3.0% |
| YTD | +61.1% | +9.0% | +52.0% | +44.5% |
| 1Y | +129.1% | +14.9% | +114.2% | +92.3% |
| All | +164.9% | +86.3% | +78.6% | +15.7% |
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