+7,104.1%
ASML vs EFA
+365.3%
+6,738.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +6.0% |
| 7D | -9.0% | -1.4% | -7.6% | -7.4% |
| 30D | -21.0% | -1.2% | -19.8% | -19.7% |
| 3M | -16.3% | -5.1% | -11.2% | -10.4% |
| 6M | -7.5% | -1.2% | -6.3% | -4.9% |
| YTD | +34.0% | +7.8% | +26.2% | +24.5% |
| 1Y | +39.3% | +12.2% | +27.1% | +23.0% |
| 3Y | +128.9% | +61.5% | +67.3% | +30.8% |
| 5Y | +76.1% | +45.8% | +30.3% | +20.4% |
| 10Y | +1,428.4% | +141.8% | +1,286.6% | +497.1% |
| All | +7,104.1% | +365.3% | +6,738.8% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling