+1,534.9%
ASML vs VRSK
+157.4%
+1,377.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -2.9% | +3.6% | -6.4% | -4.6% |
| 30D | -15.2% | +14.9% | -30.1% | -20.5% |
| 3M | -12.9% | +12.9% | -25.8% | -18.8% |
| 6M | -5.0% | +19.3% | -24.4% | -16.2% |
| YTD | +41.8% | -8.1% | +49.9% | +40.7% |
| 1Y | +46.0% | -3.2% | +49.3% | +40.4% |
| 3Y | +133.5% | -12.3% | +145.8% | +120.6% |
| 5Y | +93.0% | -1.2% | +94.2% | +64.1% |
| 10Y | +1,534.9% | +158.9% | +1,376.0% | +653.1% |
| All | +1,534.9% | +157.4% | +1,377.5% | +653.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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