+108.6%
ASML vs ES
-5.6%
+114.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +2.2% | -2.0% | +4.1% | +2.3% |
| 3M | -2.3% | +1.7% | -4.0% | -2.7% |
| 6M | +23.0% | -3.5% | +26.5% | +23.2% |
| YTD | +61.1% | +7.9% | +53.2% | +59.0% |
| 1Y | +129.1% | +17.2% | +111.9% | +122.0% |
| 3Y | +165.4% | +29.3% | +136.1% | +146.6% |
| All | +108.6% | -5.6% | +114.2% | +118.4% |
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