+1,761.8%
ASML vs VYM
+201.8%
+1,560.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.5% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +1.4% | -1.3% | +2.6% | +3.0% |
| 3M | +1.0% | +4.1% | -3.0% | -4.0% |
| 6M | +37.0% | +9.8% | +27.2% | +22.5% |
| YTD | +65.8% | +15.3% | +50.4% | +39.9% |
| 1Y | +123.1% | +20.0% | +103.1% | +79.5% |
| 3Y | +188.2% | +66.2% | +121.9% | +57.1% |
| 5Y | +115.6% | +77.5% | +38.1% | +12.7% |
| 10Y | +1,761.8% | +201.7% | +1,560.1% | +464.6% |
| All | +1,761.8% | +201.8% | +1,560.0% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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