+75.5%
ASML vs EFX
-31.2%
+106.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.8% |
| 7D | -9.0% | +2.7% | -11.7% | -10.1% |
| 30D | -21.0% | +33.1% | -54.1% | -30.0% |
| 3M | -16.3% | +8.2% | -24.5% | -20.3% |
| 6M | -7.5% | +10.2% | -17.7% | -15.0% |
| YTD | +34.0% | -11.8% | +45.8% | +35.9% |
| 1Y | +39.3% | -6.1% | +45.4% | +35.7% |
| 3Y | +128.9% | +7.5% | +121.4% | +84.7% |
| All | +75.5% | -31.2% | +106.7% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling