+1,395.4%
ASML vs EL
+56.3%
+1,339.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +4.1% |
| 7D | -9.0% | +0.8% | -9.8% | -9.3% |
| 30D | -21.0% | +16.5% | -37.5% | -25.9% |
| 3M | -16.3% | +29.2% | -45.5% | -25.5% |
| 6M | -7.5% | +27.9% | -35.4% | -18.4% |
| YTD | +34.0% | +6.2% | +27.8% | +24.6% |
| 1Y | +39.3% | +27.2% | +12.1% | +19.0% |
| 3Y | +128.9% | +3.2% | +125.6% | +93.0% |
| 5Y | +76.1% | -66.0% | +142.1% | +169.4% |
| All | +1,395.4% | +56.3% | +1,339.1% | +1,101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling