+10,383.0%
ASML vs EFV
+258.8%
+10,124.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +1.1% | +1.5% | -0.4% | -0.5% |
| 30D | +2.2% | +1.7% | +0.4% | +0.3% |
| 3M | -2.3% | +8.6% | -10.9% | -10.0% |
| 6M | +23.0% | +11.7% | +11.3% | +10.8% |
| YTD | +61.1% | +19.3% | +41.8% | +35.9% |
| 1Y | +129.1% | +30.2% | +98.9% | +77.0% |
| 3Y | +165.4% | +91.6% | +73.8% | +39.6% |
| 5Y | +109.5% | +96.4% | +13.1% | +10.9% |
| 10Y | +1,645.7% | +166.5% | +1,479.2% | +610.0% |
| All | +10,383.0% | +258.8% | +10,124.1% | +3,299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling