+133.5%
ASML vs ESI
+78.7%
+54.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.1% |
| 7D | -2.9% | -6.6% | +3.8% | +1.8% |
| 30D | -15.2% | -9.8% | -5.4% | -9.1% |
| 3M | -12.9% | -11.9% | -1.0% | -5.5% |
| 6M | -5.0% | -25.1% | +20.0% | +13.7% |
| YTD | +41.8% | +31.9% | +9.9% | +17.3% |
| 1Y | +46.0% | +19.2% | +26.9% | +28.5% |
| 3Y | +133.5% | +76.2% | +57.3% | +63.7% |
| All | +133.5% | +78.7% | +54.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling