+134.2%
ASML vs EOSE
+40.3%
+93.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.0% | +6.6% | -1.4% |
| 7D | +10.4% | -3.7% | +14.1% | +10.6% |
| 30D | -12.7% | -22.0% | +9.3% | -10.9% |
| 3M | -17.2% | -57.3% | +40.1% | -10.2% |
| 6M | -1.3% | -77.7% | +76.3% | +13.3% |
| YTD | +40.8% | -84.2% | +125.0% | +62.2% |
| 1Y | +45.2% | -89.5% | +134.7% | +72.3% |
| All | +134.2% | +40.3% | +93.9% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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