+7,360.9%
ASML vs VYM
+492.8%
+6,868.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.7% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -0.5% | +2.7% | +2.8% |
| 3M | -2.3% | +3.0% | -5.3% | -5.7% |
| 6M | +23.0% | +8.2% | +14.8% | +12.6% |
| YTD | +61.1% | +15.8% | +45.2% | +36.3% |
| 1Y | +129.1% | +20.8% | +108.3% | +84.5% |
| 3Y | +165.4% | +65.3% | +100.1% | +49.0% |
| 5Y | +109.5% | +76.6% | +32.9% | +12.6% |
| 10Y | +1,645.7% | +203.9% | +1,441.8% | +407.3% |
| All | +7,360.9% | +492.8% | +6,868.1% | +922.1% |
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