+1,559.3%
ASML vs VYM
+206.0%
+1,353.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +10.4% | +3.3% | +7.0% | +5.9% |
| 30D | -12.7% | +3.8% | -16.5% | -16.6% |
| 3M | -17.2% | -0.4% | -16.8% | -16.7% |
| 6M | -1.3% | +7.1% | -8.4% | -9.2% |
| YTD | +40.8% | +17.1% | +23.7% | +16.8% |
| 1Y | +45.2% | +18.4% | +26.8% | +18.9% |
| 3Y | +131.8% | +74.5% | +57.3% | +19.1% |
| 5Y | +84.0% | +72.5% | +11.5% | -1.0% |
| All | +1,559.3% | +206.0% | +1,353.3% | +393.6% |
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