+89.4%
ASML vs EFX
-29.7%
+119.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.9% |
| 3M | -12.9% | +4.3% | -17.2% | -15.8% |
| 6M | -5.0% | +7.7% | -12.8% | -11.8% |
| YTD | +41.8% | -12.5% | +54.3% | +44.2% |
| 1Y | +46.0% | -8.8% | +54.9% | +44.6% |
| 3Y | +133.5% | +4.3% | +129.1% | +92.1% |
| All | +89.4% | -29.7% | +119.1% | +94.8% |
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