+97,349.8%
ASML vs EFX
+2,736.4%
+94,613.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.5% | +7.5% |
| 7D | +1.1% | -8.6% | +9.7% | +5.6% |
| 30D | +2.2% | +0.1% | +2.1% | +1.3% |
| 3M | -2.3% | +3.8% | -6.1% | -7.8% |
| 6M | +23.0% | -13.5% | +36.5% | +26.6% |
| YTD | +61.1% | -17.7% | +78.7% | +68.0% |
| 1Y | +129.1% | -25.6% | +154.7% | +149.5% |
| 3Y | +165.4% | -12.1% | +177.4% | +153.0% |
| 5Y | +109.5% | -33.8% | +143.3% | +131.9% |
| 10Y | +1,645.7% | +45.1% | +1,600.6% | +1,058.1% |
| All | +97,349.8% | +2,736.4% | +94,613.3% | +19,501.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling