+108.6%
ASML vs ELF
+259.0%
-150.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.7% |
| 7D | +1.1% | +5.4% | -4.2% | -0.1% |
| 30D | +2.2% | +27.0% | -24.8% | -3.5% |
| 3M | -2.3% | +113.2% | -115.5% | -19.0% |
| 6M | +23.0% | +36.6% | -13.6% | +12.2% |
| YTD | +61.1% | +44.2% | +16.8% | +43.5% |
| 1Y | +129.1% | -18.0% | +147.1% | +129.0% |
| 3Y | +165.4% | -19.9% | +185.3% | +141.2% |
| All | +108.6% | +259.0% | -150.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling