+1,580.6%
ASML vs ESI
+323.9%
+1,256.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | -0.5% |
| 7D | +2.5% | +1.8% | +0.7% | +1.7% |
| 30D | -12.2% | -6.6% | -5.6% | -8.6% |
| 3M | -14.6% | -9.4% | -5.3% | -9.7% |
| 6M | -1.7% | -24.1% | +22.4% | +14.3% |
| YTD | +44.3% | +37.1% | +7.2% | +20.4% |
| 1Y | +51.0% | +24.5% | +26.4% | +32.2% |
| 3Y | +137.6% | +83.2% | +54.4% | +67.3% |
| 5Y | +92.7% | +44.0% | +48.8% | +52.0% |
| 10Y | +1,580.6% | +332.8% | +1,247.7% | +758.6% |
| All | +1,580.6% | +323.9% | +1,256.7% | +758.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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