+97,349.8%
ASML vs ED
+1,613.5%
+95,736.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | -0.1% | +2.3% | +2.2% |
| 3M | -2.3% | +3.9% | -6.2% | -3.8% |
| 6M | +23.0% | -3.0% | +26.0% | +23.1% |
| YTD | +61.1% | +10.7% | +50.4% | +55.2% |
| 1Y | +129.1% | +13.3% | +115.8% | +118.4% |
| 3Y | +165.4% | +34.5% | +130.9% | +132.4% |
| 5Y | +109.5% | +67.1% | +42.3% | +69.3% |
| 10Y | +1,645.7% | +103.0% | +1,542.7% | +1,141.9% |
| All | +97,349.8% | +1,613.5% | +95,736.3% | +41,879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling