+67.7%
ASML vs ED
+86.8%
-19.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.3% | -9.1% |
| 7D | -19.0% | +5.2% | -24.2% | -18.1% |
| 30D | -25.9% | +15.5% | -41.5% | -23.5% |
| 3M | -19.1% | +13.0% | -32.1% | -16.8% |
| 6M | -5.7% | +13.1% | -18.8% | -2.8% |
| YTD | +27.6% | +25.3% | +2.3% | +32.9% |
| 1Y | +30.8% | +30.5% | +0.2% | +36.7% |
| 3Y | +116.2% | +49.3% | +66.9% | +112.8% |
| 5Y | +67.7% | +84.6% | -16.9% | +56.8% |
| All | +67.7% | +86.8% | -19.1% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling