+1,395.4%
ASML vs ED
+129.3%
+1,266.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +5.0% |
| 7D | -9.0% | +1.6% | -10.7% | -9.0% |
| 30D | -21.0% | +13.3% | -34.3% | -20.9% |
| 3M | -16.3% | +9.7% | -26.0% | -16.3% |
| 6M | -7.5% | +12.8% | -20.3% | -7.6% |
| YTD | +34.0% | +22.3% | +11.7% | +33.2% |
| 1Y | +39.3% | +26.3% | +13.0% | +38.2% |
| 3Y | +128.9% | +45.0% | +83.8% | +119.0% |
| 5Y | +76.1% | +80.2% | -4.1% | +63.3% |
| All | +1,395.4% | +129.3% | +1,266.1% | +1,254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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