+75.5%
ASML vs BEN
+19.4%
+56.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.3% | +2.2% |
| 7D | -9.0% | +6.6% | -15.6% | -12.5% |
| 30D | -21.0% | +3.8% | -24.8% | -22.7% |
| 3M | -16.3% | +0.2% | -16.5% | -16.4% |
| 6M | -7.5% | +10.4% | -18.0% | -13.3% |
| YTD | +34.0% | +46.2% | -12.2% | +5.0% |
| 1Y | +39.3% | +52.3% | -13.0% | +6.2% |
| 3Y | +128.9% | +65.9% | +62.9% | +52.8% |
| All | +75.5% | +19.4% | +56.0% | +43.3% |
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