+84.0%
ASML vs EFX
-30.1%
+114.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | +10.4% | -3.6% | +14.0% | +11.7% |
| 30D | -12.7% | +25.3% | -38.0% | -20.8% |
| 3M | -17.2% | +3.8% | -21.0% | -19.8% |
| 6M | -1.3% | +12.7% | -14.0% | -10.5% |
| YTD | +40.8% | -13.1% | +53.9% | +43.6% |
| 1Y | +45.2% | -9.3% | +54.5% | +44.1% |
| 3Y | +131.8% | +3.5% | +128.3% | +91.3% |
| 5Y | +84.0% | -30.6% | +114.6% | +91.6% |
| All | +84.0% | -30.1% | +114.1% | +91.6% |
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