+10,252.3%
ASML vs VWO
+328.1%
+9,924.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.2% |
| 30D | +2.2% | +2.4% | -0.2% | +0.2% |
| 3M | -2.3% | +2.0% | -4.3% | -3.1% |
| 6M | +23.0% | +10.7% | +12.3% | +14.7% |
| YTD | +61.1% | +14.4% | +46.6% | +46.6% |
| 1Y | +129.1% | +22.7% | +106.4% | +97.4% |
| 3Y | +165.4% | +64.2% | +101.1% | +83.2% |
| 5Y | +109.5% | +35.8% | +73.7% | +73.1% |
| 10Y | +1,645.7% | +114.7% | +1,531.0% | +965.8% |
| All | +10,252.3% | +328.1% | +9,924.2% | +3,431.5% |
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