+1,557.1%
ASML vs VRSK
+162.8%
+1,394.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | +4.9% | +1.6% | +3.4% | +4.3% |
| 30D | -9.3% | +15.1% | -24.3% | -14.9% |
| 3M | -19.0% | +12.1% | -31.0% | -24.1% |
| 6M | -5.2% | +29.4% | -34.6% | -19.4% |
| YTD | +40.6% | -6.4% | +47.0% | +38.6% |
| 1Y | +47.5% | -3.6% | +51.1% | +42.8% |
| 3Y | +133.9% | -10.9% | +144.8% | +119.9% |
| 5Y | +83.8% | -0.5% | +84.3% | +56.5% |
| All | +1,557.1% | +162.8% | +1,394.3% | +655.0% |
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