+128.9%
ASML vs ELF
+18.9%
+109.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.7% | -0.7% | +3.9% |
| 7D | -9.0% | +4.0% | -13.0% | -9.6% |
| 30D | -21.0% | +10.6% | -31.5% | -22.5% |
| 3M | -16.3% | +25.8% | -42.1% | -20.1% |
| 6M | -7.5% | +89.1% | -96.6% | -19.3% |
| YTD | +34.0% | +52.7% | -18.7% | +20.4% |
| 1Y | +39.3% | +51.7% | -12.5% | +25.0% |
| 3Y | +128.9% | +14.2% | +114.6% | +121.0% |
| All | +128.9% | +18.9% | +109.9% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling