+82.9%
ASML vs EFV
+92.5%
-9.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.2% |
| 7D | +10.4% | +0.7% | +9.6% | +9.2% |
| 30D | -12.7% | +2.0% | -14.7% | -15.3% |
| 3M | -17.2% | -1.6% | -15.5% | -15.5% |
| 6M | -1.3% | +5.8% | -7.1% | -9.2% |
| YTD | +40.8% | +15.6% | +25.2% | +14.5% |
| 1Y | +45.2% | +19.0% | +26.2% | +13.3% |
| 3Y | +131.8% | +90.7% | +41.1% | -11.3% |
| All | +82.9% | +92.5% | -9.6% | -33.2% |
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