+67.7%
ASML vs ELF
+259.2%
-191.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -8.6% |
| 7D | -19.0% | -2.7% | -16.3% | -18.5% |
| 30D | -25.9% | +6.9% | -32.8% | -27.1% |
| 3M | -19.1% | +27.2% | -46.2% | -23.8% |
| 6M | -5.7% | +84.9% | -90.6% | -19.8% |
| YTD | +27.6% | +44.5% | -16.9% | +13.3% |
| 1Y | +30.8% | -6.8% | +37.5% | +26.5% |
| 3Y | +116.2% | +14.2% | +102.0% | +73.4% |
| 5Y | +67.7% | +250.6% | -183.0% | -33.7% |
| All | +67.7% | +259.2% | -191.6% | -33.7% |
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