+1,670.8%
ASML vs EFV
+164.4%
+1,506.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +1.1% | +1.5% | -0.4% | -0.9% |
| 30D | +2.2% | +1.7% | +0.4% | -0.1% |
| 3M | -2.3% | +8.6% | -10.9% | -11.9% |
| 6M | +23.0% | +11.7% | +11.3% | +7.8% |
| YTD | +61.1% | +19.3% | +41.8% | +30.1% |
| 1Y | +129.1% | +30.2% | +98.9% | +65.9% |
| 3Y | +165.4% | +91.6% | +73.8% | +18.4% |
| 5Y | +109.5% | +96.4% | +13.1% | -7.5% |
| All | +1,670.8% | +164.4% | +1,506.5% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling