+1,534.9%
ASML vs EFX
+69.3%
+1,465.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +0.3% | -3.1% | -3.1% |
| 30D | -15.2% | +29.1% | -44.3% | -24.5% |
| 3M | -12.9% | +4.3% | -17.2% | -16.2% |
| 6M | -5.0% | +7.7% | -12.8% | -12.2% |
| YTD | +41.8% | -12.5% | +54.3% | +42.4% |
| 1Y | +46.0% | -8.8% | +54.9% | +43.2% |
| 3Y | +133.5% | +4.3% | +129.1% | +103.2% |
| 5Y | +93.0% | -29.4% | +122.4% | +100.0% |
| 10Y | +1,534.9% | +78.1% | +1,456.8% | +1,031.3% |
| All | +1,534.9% | +69.3% | +1,465.6% | +1,031.3% |
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