+933.6%
ASML vs EQX
+176.9%
+756.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.8% | -1.7% |
| 7D | +10.4% | -8.3% | +18.7% | +11.9% |
| 30D | -12.7% | -4.7% | -8.0% | -12.3% |
| 3M | -17.2% | -10.1% | -7.0% | -16.2% |
| 6M | -1.3% | -29.9% | +28.6% | +3.3% |
| YTD | +40.8% | -26.0% | +66.8% | +44.4% |
| 1Y | +45.2% | -21.0% | +66.2% | +47.1% |
| 3Y | +131.8% | +127.7% | +4.1% | +89.4% |
| 5Y | +84.0% | +22.0% | +62.0% | +53.9% |
| All | +933.6% | +176.9% | +756.7% | +892.6% |
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