+1,504.8%
ASML vs EFX
+63.8%
+1,441.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | -0.8% | -2.2% | +1.3% | -0.2% |
| 30D | -14.9% | +29.2% | -44.1% | -24.2% |
| 3M | -13.0% | +3.5% | -16.4% | -16.0% |
| 6M | -4.7% | +7.8% | -12.5% | -11.9% |
| YTD | +42.3% | -12.4% | +54.7% | +42.8% |
| 1Y | +49.7% | -8.2% | +58.0% | +46.3% |
| 3Y | +144.3% | +4.7% | +139.6% | +112.2% |
| 5Y | +86.4% | -32.0% | +118.4% | +96.4% |
| 10Y | +1,504.8% | +69.1% | +1,435.8% | +1,022.8% |
| All | +1,504.8% | +63.8% | +1,441.0% | +1,022.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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