+67.7%
ASML vs BIL
+19.4%
+48.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | -0.3% | -18.8% | -19.1% |
| 30D | -25.9% | 0.0% | -25.9% | -25.5% |
| 3M | -19.1% | +0.3% | -19.4% | -16.9% |
| 6M | -5.7% | +1.2% | -6.9% | +0.4% |
| YTD | +27.6% | +2.4% | +25.2% | +37.7% |
| 1Y | +30.8% | +3.0% | +27.8% | +42.4% |
| 3Y | +116.2% | +13.1% | +103.1% | +42.9% |
| 5Y | +67.7% | +19.4% | +48.3% | -46.7% |
| All | +67.7% | +19.4% | +48.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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