+1,504.8%
ASML vs EL
+63.1%
+1,441.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +5.1% |
| 7D | -0.8% | +8.0% | -8.9% | -3.8% |
| 30D | -14.9% | +15.4% | -30.3% | -19.8% |
| 3M | -13.0% | +28.5% | -41.5% | -22.3% |
| 6M | -4.7% | +32.2% | -36.9% | -17.0% |
| YTD | +42.3% | +9.2% | +33.1% | +30.9% |
| 1Y | +49.7% | +30.8% | +18.9% | +26.5% |
| 3Y | +144.3% | +3.7% | +140.6% | +106.5% |
| 5Y | +86.4% | -64.8% | +151.1% | +181.1% |
| 10Y | +1,504.8% | +60.0% | +1,444.8% | +1,172.8% |
| All | +1,504.8% | +63.1% | +1,441.8% | +1,172.8% |
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