+1,761.8%
ASML vs VWO
+110.2%
+1,651.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.4% |
| 7D | +6.0% | +0.9% | +5.1% | +4.8% |
| 30D | +1.4% | +1.3% | +0.1% | -0.3% |
| 3M | +1.0% | +5.1% | -4.1% | -4.4% |
| 6M | +37.0% | +12.5% | +24.4% | +20.0% |
| YTD | +65.8% | +14.0% | +51.7% | +43.5% |
| 1Y | +123.1% | +19.7% | +103.4% | +82.4% |
| 3Y | +188.2% | +66.8% | +121.4% | +59.0% |
| 5Y | +115.6% | +36.2% | +79.4% | +54.4% |
| 10Y | +1,761.8% | +111.0% | +1,650.8% | +816.3% |
| All | +1,761.8% | +110.2% | +1,651.7% | +816.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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