+1,557.1%
ASML vs ESI
+318.1%
+1,239.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +4.9% | +5.5% | -0.6% | +1.8% |
| 30D | -9.3% | -7.8% | -1.5% | -4.8% |
| 3M | -19.0% | -15.0% | -4.0% | -11.2% |
| 6M | -5.2% | -24.9% | +19.7% | +11.0% |
| YTD | +40.6% | +33.2% | +7.4% | +19.3% |
| 1Y | +47.5% | +24.9% | +22.6% | +29.0% |
| 3Y | +133.9% | +77.8% | +56.1% | +67.5% |
| 5Y | +83.8% | +37.1% | +46.6% | +48.5% |
| All | +1,557.1% | +318.1% | +1,239.1% | +767.8% |
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