+1,395.4%
ASML vs EFX
+66.3%
+1,329.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.9% |
| 7D | -9.0% | +2.7% | -11.7% | -10.2% |
| 30D | -21.0% | +33.1% | -54.1% | -30.5% |
| 3M | -16.3% | +8.2% | -24.5% | -20.7% |
| 6M | -7.5% | +10.2% | -17.7% | -15.3% |
| YTD | +34.0% | -11.8% | +45.8% | +34.2% |
| 1Y | +39.3% | -6.1% | +45.4% | +34.7% |
| 3Y | +128.9% | +7.5% | +121.4% | +96.3% |
| 5Y | +76.1% | -30.7% | +106.8% | +84.1% |
| All | +1,395.4% | +66.3% | +1,329.1% | +955.8% |
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