+1,582.8%
ASML vs EFA
+145.9%
+1,436.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.3% |
| 7D | +2.5% | -1.0% | +3.6% | +4.5% |
| 30D | -12.2% | +1.6% | -13.8% | -14.2% |
| 3M | -14.6% | -3.2% | -11.4% | -10.1% |
| 6M | -1.7% | +2.5% | -4.2% | -4.2% |
| YTD | +44.3% | +10.7% | +33.6% | +26.2% |
| 1Y | +51.0% | +12.8% | +38.2% | +28.5% |
| 3Y | +137.6% | +66.4% | +71.2% | +14.4% |
| 5Y | +92.7% | +51.4% | +41.4% | +10.9% |
| 10Y | +1,582.8% | +146.3% | +1,436.5% | +506.5% |
| All | +1,582.8% | +145.9% | +1,436.9% | +506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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