+116.8%
ASML vs EFA
+21.2%
+95.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +3.9% |
| 7D | +1.1% | +0.6% | +0.5% | -0.1% |
| 30D | +2.2% | +0.9% | +1.3% | +0.5% |
| 3M | -2.3% | +4.9% | -7.2% | -10.2% |
| 6M | +23.0% | +8.6% | +14.4% | +7.7% |
| YTD | +61.1% | +14.6% | +46.4% | +25.6% |
| All | +116.8% | +21.2% | +95.6% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling