+7,415.1%
ASML vs VUG
+1,145.8%
+6,269.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -2.3% |
| 7D | -19.0% | -7.1% | -11.9% | -10.8% |
| 30D | -25.9% | -12.1% | -13.8% | -12.3% |
| 3M | -19.1% | -8.1% | -10.9% | -9.6% |
| 6M | -5.7% | -3.2% | -2.5% | -0.6% |
| YTD | +27.6% | +0.5% | +27.1% | +29.0% |
| 1Y | +30.8% | -0.7% | +31.5% | +34.4% |
| 3Y | +116.2% | +77.1% | +39.1% | +9.4% |
| 5Y | +67.7% | +56.2% | +11.5% | +2.7% |
| 10Y | +1,355.3% | +394.1% | +961.2% | +119.8% |
| All | +7,415.1% | +1,145.8% | +6,269.3% | +239.0% |
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