+1,582.8%
ASML vs ELF
+335.0%
+1,247.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.5% | +4.3% | -1.7% | +1.7% |
| 30D | -12.2% | +7.7% | -20.0% | -13.6% |
| 3M | -14.6% | +24.7% | -39.3% | -18.8% |
| 6M | -1.7% | +114.6% | -116.4% | -18.0% |
| YTD | +44.3% | +55.8% | -11.5% | +27.4% |
| 1Y | +51.0% | +51.9% | -0.9% | +33.8% |
| 3Y | +137.6% | +24.6% | +113.0% | +99.8% |
| 5Y | +92.7% | +279.2% | -186.5% | +19.0% |
| 10Y | +1,582.8% | +338.7% | +1,244.1% | +740.6% |
| All | +1,582.8% | +335.0% | +1,247.8% | +740.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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