+1,063.5%
ASML vs EQX
+226.7%
+836.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.6% | -1.6% |
| 7D | +2.5% | -7.0% | +9.5% | +3.7% |
| 30D | -6.2% | +4.8% | -11.1% | -7.2% |
| 3M | -2.6% | +25.6% | -28.2% | -6.8% |
| 6M | +22.4% | -25.8% | +48.2% | +26.8% |
| YTD | +58.5% | -12.7% | +71.2% | +58.7% |
| 1Y | +114.2% | +14.1% | +100.1% | +104.1% |
| 3Y | +175.5% | +165.7% | +9.8% | +118.6% |
| 5Y | +105.9% | +81.2% | +24.7% | +62.3% |
| All | +1,063.5% | +226.7% | +836.8% | +990.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling