+81.1%
ASML vs BROS
+7.7%
+73.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.5% | -20.4% | +23.0% | +7.1% |
| 30D | -12.2% | -6.1% | -6.1% | -11.3% |
| 3M | -14.6% | -29.4% | +14.8% | -9.0% |
| 6M | -1.7% | -31.5% | +29.8% | +3.8% |
| YTD | +44.3% | -42.8% | +87.1% | +57.2% |
| 1Y | +51.0% | -37.5% | +88.5% | +61.0% |
| 3Y | +137.6% | +27.2% | +110.4% | +108.7% |
| 5Y | +92.7% | -47.0% | +139.7% | +81.6% |
| All | +81.1% | +7.7% | +73.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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