+8,559.6%
ASML vs EFA
+394.8%
+8,164.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.3% |
| 30D | +2.2% | +0.9% | +1.3% | +1.1% |
| 3M | -2.3% | +4.9% | -7.2% | -7.3% |
| 6M | +23.0% | +8.6% | +14.4% | +12.6% |
| YTD | +61.1% | +14.6% | +46.4% | +38.1% |
| 1Y | +129.1% | +22.6% | +106.5% | +80.8% |
| 3Y | +165.4% | +66.5% | +98.8% | +45.6% |
| 5Y | +109.5% | +54.5% | +54.9% | +33.0% |
| 10Y | +1,645.7% | +144.8% | +1,500.9% | +567.7% |
| All | +8,559.6% | +394.8% | +8,164.9% | +688.6% |
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 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