+75.5%
ASML vs VYM
+66.0%
+9.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.7% |
| 7D | -9.0% | -2.8% | -6.2% | -4.6% |
| 30D | -21.0% | +1.0% | -22.0% | -22.2% |
| 3M | -16.3% | -2.9% | -13.4% | -12.2% |
| 6M | -7.5% | +2.6% | -10.1% | -11.0% |
| YTD | +34.0% | +12.8% | +21.2% | +11.7% |
| 1Y | +39.3% | +16.8% | +22.5% | +10.0% |
| 3Y | +128.9% | +66.9% | +62.0% | +0.5% |
| All | +75.5% | +66.0% | +9.4% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling