+133.5%
ASML vs EFA
+66.8%
+66.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.6% |
| 7D | -2.9% | +1.2% | -4.1% | -4.9% |
| 30D | -15.2% | +0.9% | -16.1% | -16.4% |
| 3M | -12.9% | -3.4% | -9.5% | -7.4% |
| 6M | -5.0% | +2.0% | -7.0% | -7.1% |
| YTD | +41.8% | +10.4% | +31.4% | +22.8% |
| 1Y | +46.0% | +13.3% | +32.8% | +21.3% |
| 3Y | +133.5% | +65.9% | +67.5% | +10.6% |
| All | +133.5% | +66.8% | +66.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling