+39.3%
ASML vs ESI
+16.5%
+22.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +3.8% |
| 7D | -9.0% | -8.5% | -0.5% | -3.5% |
| 30D | -21.0% | -15.7% | -5.3% | -11.9% |
| 3M | -16.3% | -18.2% | +1.9% | -5.1% |
| 6M | -7.5% | -28.8% | +21.3% | +13.6% |
| YTD | +34.0% | +26.3% | +7.7% | +23.5% |
| 1Y | +39.3% | +18.2% | +21.1% | +31.0% |
| All | +39.3% | +16.5% | +22.8% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling