+77,094.7%
ASML vs ES
+846.2%
+76,248.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -10.0% |
| 7D | -19.0% | +5.9% | -25.0% | -20.6% |
| 30D | -25.9% | +10.2% | -36.1% | -28.4% |
| 3M | -19.1% | +0.4% | -19.5% | -19.5% |
| 6M | -5.7% | +6.9% | -12.6% | -8.6% |
| YTD | +27.6% | +10.5% | +17.1% | +21.9% |
| 1Y | +30.8% | +3.2% | +27.6% | +27.0% |
| 3Y | +116.2% | +49.0% | +67.2% | +79.1% |
| 5Y | +67.7% | +4.5% | +63.2% | +56.6% |
| 10Y | +1,355.3% | +92.3% | +1,263.0% | +936.3% |
| All | +77,094.7% | +846.2% | +76,248.5% | +31,146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling