+6,759.7%
ASML vs EFA
+369.0%
+6,390.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -5.6% |
| 7D | -19.0% | -1.6% | -17.5% | -17.3% |
| 30D | -25.9% | -1.5% | -24.5% | -24.4% |
| 3M | -19.1% | -4.4% | -14.7% | -14.1% |
| 6M | -5.7% | +2.2% | -8.0% | -7.1% |
| YTD | +27.6% | +8.6% | +18.9% | +17.4% |
| 1Y | +30.8% | +12.8% | +18.0% | +14.8% |
| 3Y | +116.2% | +62.0% | +54.2% | +23.1% |
| 5Y | +67.7% | +46.9% | +20.8% | +13.6% |
| 10Y | +1,355.3% | +143.7% | +1,211.6% | +463.1% |
| All | +6,759.7% | +369.0% | +6,390.7% | +570.4% |
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