+84.0%
ASML vs EFA
+49.9%
+34.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.3% |
| 7D | +10.4% | +1.3% | +9.1% | +8.0% |
| 30D | -12.7% | +0.5% | -13.3% | -13.4% |
| 3M | -17.2% | -4.1% | -13.0% | -10.7% |
| 6M | -1.3% | +2.4% | -3.7% | -4.2% |
| YTD | +40.8% | +10.0% | +30.8% | +21.9% |
| 1Y | +45.2% | +11.4% | +33.8% | +23.1% |
| 3Y | +131.8% | +65.4% | +66.4% | 0.0% |
| 5Y | +84.0% | +49.6% | +34.4% | -1.3% |
| All | +84.0% | +49.9% | +34.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling