+67.7%
ASML vs ES
+5.0%
+62.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.5% |
| 7D | -19.0% | +5.9% | -25.0% | -19.4% |
| 30D | -25.9% | +10.2% | -36.1% | -26.5% |
| 3M | -19.1% | +0.4% | -19.5% | -19.0% |
| 6M | -5.7% | +6.9% | -12.6% | -6.6% |
| YTD | +27.6% | +10.5% | +17.1% | +25.7% |
| 1Y | +30.8% | +3.2% | +27.6% | +29.7% |
| 3Y | +116.2% | +49.0% | +67.2% | +91.1% |
| 5Y | +67.7% | +4.5% | +63.2% | +80.1% |
| All | +67.7% | +5.0% | +62.7% | +80.1% |
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