+1,630.8%
ASML vs ELF
+357.0%
+1,273.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.7% |
| 7D | +1.1% | +5.4% | -4.2% | 0.0% |
| 30D | +2.2% | +27.0% | -24.8% | -3.1% |
| 3M | -2.3% | +113.2% | -115.5% | -17.9% |
| 6M | +23.0% | +36.6% | -13.6% | +12.9% |
| YTD | +61.1% | +44.2% | +16.8% | +44.8% |
| 1Y | +129.1% | -18.0% | +147.1% | +128.1% |
| 3Y | +165.4% | -19.9% | +185.3% | +145.8% |
| 5Y | +109.5% | +257.7% | -148.2% | +31.6% |
| All | +1,630.8% | +357.0% | +1,273.8% | +797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling