+1,580.6%
ASML vs EFX
+78.9%
+1,501.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -2.0% | +4.5% | +3.2% |
| 30D | -12.2% | +27.9% | -40.1% | -21.5% |
| 3M | -14.6% | +3.8% | -18.5% | -17.7% |
| 6M | -1.7% | +13.0% | -14.7% | -11.2% |
| YTD | +44.3% | -12.4% | +56.7% | +44.8% |
| 1Y | +51.0% | -10.4% | +61.4% | +49.4% |
| 3Y | +137.6% | +4.4% | +133.1% | +106.7% |
| 5Y | +92.7% | -28.9% | +121.6% | +99.2% |
| 10Y | +1,580.6% | +81.7% | +1,498.9% | +1,059.8% |
| All | +1,580.6% | +78.9% | +1,501.7% | +1,059.8% |
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