+164.9%
ASML vs EFX
-11.7%
+176.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.5% | +5.4% |
| 7D | +1.1% | -8.6% | +9.7% | +2.8% |
| 30D | +2.2% | +0.1% | +2.1% | +1.8% |
| 3M | -2.3% | +3.8% | -6.1% | -4.6% |
| 6M | +23.0% | -13.5% | +36.5% | +27.2% |
| YTD | +61.1% | -17.7% | +78.7% | +68.7% |
| 1Y | +129.1% | -25.6% | +154.7% | +147.8% |
| All | +164.9% | -11.7% | +176.6% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling