+1,323.9%
ASML vs ES
+91.2%
+1,232.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.7% |
| 7D | -19.0% | +5.9% | -25.0% | -19.9% |
| 30D | -25.9% | +10.2% | -36.1% | -27.3% |
| 3M | -19.1% | +0.4% | -19.5% | -19.2% |
| 6M | -5.7% | +6.9% | -12.6% | -7.4% |
| YTD | +27.6% | +10.5% | +17.1% | +24.1% |
| 1Y | +30.8% | +3.2% | +27.6% | +28.6% |
| 3Y | +116.2% | +49.0% | +67.2% | +88.8% |
| 5Y | +67.7% | +4.5% | +63.2% | +63.0% |
| All | +1,323.9% | +91.2% | +1,232.7% | +1,198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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