+1,323.9%
ASML vs USB
+93.8%
+1,230.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.5% |
| 7D | -19.0% | -1.5% | -17.6% | -18.5% |
| 30D | -25.9% | +4.3% | -30.2% | -27.2% |
| 3M | -19.1% | -6.1% | -13.0% | -17.2% |
| 6M | -5.7% | +9.4% | -15.1% | -9.7% |
| YTD | +27.6% | +15.2% | +12.4% | +19.8% |
| 1Y | +30.8% | +32.8% | -2.0% | +15.9% |
| 3Y | +116.2% | +91.3% | +24.9% | +62.2% |
| 5Y | +67.7% | +22.7% | +45.0% | +47.6% |
| All | +1,323.9% | +93.8% | +1,230.1% | +1,073.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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