+82.7%
ASML vs EOSE
-82.3%
+165.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.7% |
| 7D | +4.9% | +9.8% | -4.8% | +3.8% |
| 30D | -9.3% | -2.1% | -7.2% | -9.7% |
| 3M | -19.0% | -54.1% | +35.1% | -13.4% |
| 6M | -5.2% | -76.9% | +71.7% | +7.5% |
| YTD | +40.6% | -83.3% | +123.9% | +60.0% |
| 1Y | +47.5% | -87.4% | +134.9% | +71.3% |
| 3Y | +133.9% | +61.9% | +72.0% | +96.3% |
| All | +82.7% | -82.3% | +165.0% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling