+9,386.9%
ASML vs VUG
+1,251.8%
+8,135.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 6M | +23.0% | +14.6% | +8.3% | +4.5% |
| YTD | +61.1% | +9.0% | +52.0% | +46.1% |
| 1Y | +129.1% | +14.9% | +114.2% | +95.3% |
| 3Y | +165.4% | +86.0% | +79.3% | +25.6% |
| 5Y | +109.5% | +76.7% | +32.8% | +9.6% |
| 10Y | +1,645.7% | +411.3% | +1,234.4% | +151.2% |
| All | +9,386.9% | +1,251.8% | +8,135.1% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling