+8,512.2%
ASML vs VWO
+286.0%
+8,226.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +3.4% |
| 7D | -9.0% | -0.4% | -8.6% | -8.6% |
| 30D | -21.0% | -7.6% | -13.3% | -15.1% |
| 3M | -16.3% | -7.6% | -8.7% | -10.0% |
| 6M | -7.5% | -8.7% | +1.2% | +1.4% |
| YTD | +34.0% | +3.2% | +30.8% | +33.8% |
| 1Y | +39.3% | +3.6% | +35.7% | +38.7% |
| 3Y | +128.9% | +51.8% | +77.0% | +69.7% |
| 5Y | +76.1% | +26.0% | +50.0% | +56.0% |
| 10Y | +1,428.4% | +99.3% | +1,329.1% | +903.3% |
| All | +8,512.2% | +286.0% | +8,226.2% | +3,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling