+6,492.4%
ASML vs VYM
+490.6%
+6,001.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +3.5% |
| 7D | -0.8% | -0.7% | -0.2% | +0.2% |
| 30D | -14.9% | +2.5% | -17.4% | -17.2% |
| 3M | -13.0% | -1.2% | -11.8% | -11.6% |
| 6M | -4.7% | +5.9% | -10.6% | -10.7% |
| YTD | +42.3% | +15.4% | +26.9% | +21.2% |
| 1Y | +49.7% | +18.8% | +30.9% | +23.1% |
| 3Y | +144.3% | +73.8% | +70.5% | +29.5% |
| 5Y | +86.4% | +70.5% | +15.9% | +4.6% |
| 10Y | +1,504.8% | +203.2% | +1,301.7% | +368.6% |
| All | +6,492.4% | +490.6% | +6,001.8% | +808.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling