+84.2%
ASML vs ES
+2.3%
+81.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.7% |
| 7D | -10.0% | +5.3% | -15.3% | -10.4% |
| 30D | -19.4% | +8.9% | -28.4% | -20.0% |
| 3M | -12.5% | -1.9% | -10.5% | -12.3% |
| 6M | +8.2% | +3.9% | +4.3% | +7.5% |
| YTD | +40.7% | +8.3% | +32.4% | +38.9% |
| 1Y | +46.1% | -0.1% | +46.3% | +45.4% |
| 3Y | +138.5% | +46.0% | +92.5% | +111.0% |
| 5Y | +84.2% | +3.1% | +81.1% | +98.2% |
| All | +84.2% | +2.3% | +81.8% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling