+108.3%
ASML vs BTDR
-35.9%
+144.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.1% |
| 7D | -2.9% | -7.4% | +4.5% | -2.2% |
| 30D | -15.2% | -33.4% | +18.2% | -12.2% |
| 3M | -12.9% | -26.3% | +13.4% | -11.0% |
| 6M | -5.0% | -52.4% | +47.4% | -0.2% |
| YTD | +41.8% | -42.8% | +84.6% | +45.8% |
| 1Y | +46.0% | -63.7% | +109.7% | +53.8% |
| 3Y | +133.5% | +61.5% | +72.0% | +124.1% |
| 5Y | +93.0% | -35.6% | +128.6% | +78.6% |
| All | +108.3% | -35.9% | +144.2% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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