+67.7%
ASML vs BEN
+12.5%
+55.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -6.4% |
| 7D | -19.0% | -0.4% | -18.6% | -18.8% |
| 30D | -25.9% | -0.7% | -25.2% | -25.6% |
| 3M | -19.1% | -6.8% | -12.2% | -15.6% |
| 6M | -5.7% | +7.9% | -13.6% | -10.3% |
| YTD | +27.6% | +39.6% | -12.0% | +2.8% |
| 1Y | +30.8% | +48.5% | -17.7% | +1.1% |
| 3Y | +116.2% | +55.7% | +60.5% | +50.7% |
| 5Y | +67.7% | +15.1% | +52.5% | +38.2% |
| All | +67.7% | +12.5% | +55.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling