+1,504.8%
ASML vs VWO
+102.2%
+1,402.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +3.1% |
| 7D | -0.8% | +1.6% | -2.5% | -2.6% |
| 30D | -14.9% | -5.3% | -9.6% | -8.2% |
| 3M | -13.0% | -6.2% | -6.8% | -4.9% |
| 6M | -4.7% | -6.2% | +1.5% | +5.3% |
| YTD | +42.3% | +5.6% | +36.7% | +36.7% |
| 1Y | +49.7% | +6.2% | +43.5% | +43.1% |
| 3Y | +144.3% | +57.5% | +86.8% | +45.1% |
| 5Y | +86.4% | +28.0% | +58.3% | +45.3% |
| 10Y | +1,504.8% | +101.8% | +1,403.1% | +771.8% |
| All | +1,504.8% | +102.2% | +1,402.6% | +771.8% |
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