+1,559.3%
ASML vs ESI
+321.1%
+1,238.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.2% |
| 7D | +10.4% | +8.3% | +2.0% | +5.6% |
| 30D | -12.7% | -10.4% | -2.3% | -6.9% |
| 3M | -17.2% | -13.2% | -4.0% | -10.3% |
| 6M | -1.3% | -23.9% | +22.6% | +14.7% |
| YTD | +40.8% | +34.2% | +6.6% | +19.0% |
| 1Y | +45.2% | +22.2% | +23.0% | +28.5% |
| 3Y | +131.8% | +79.2% | +52.6% | +65.2% |
| 5Y | +84.0% | +38.1% | +45.9% | +48.1% |
| All | +1,559.3% | +321.1% | +1,238.2% | +765.4% |
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