+1,395.4%
ASML vs VXUS
+135.4%
+1,260.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.8% |
| 7D | -9.0% | -1.8% | -7.3% | -6.3% |
| 30D | -21.0% | -4.6% | -16.4% | -14.5% |
| 3M | -16.3% | -6.1% | -10.2% | -7.0% |
| 6M | -7.5% | -4.9% | -2.6% | +2.1% |
| YTD | +34.0% | +8.1% | +25.9% | +22.3% |
| 1Y | +39.3% | +12.1% | +27.2% | +20.2% |
| 3Y | +128.9% | +63.9% | +65.0% | +13.0% |
| 5Y | +76.1% | +43.1% | +33.0% | +10.7% |
| All | +1,395.4% | +135.4% | +1,260.0% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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