+75.5%
ASML vs EFV
+87.6%
-12.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +7.1% |
| 7D | -9.0% | -0.7% | -8.4% | -8.4% |
| 30D | -21.0% | +0.9% | -21.8% | -22.2% |
| 3M | -16.3% | -3.6% | -12.7% | -12.2% |
| 6M | -7.5% | +2.5% | -10.1% | -11.1% |
| YTD | +34.0% | +13.2% | +20.8% | +12.2% |
| 1Y | +39.3% | +20.3% | +18.9% | +6.6% |
| 3Y | +128.9% | +84.9% | +43.9% | -8.6% |
| All | +75.5% | +87.6% | -12.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling