+164.9%
ASML vs ESI
+79.8%
+85.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +2.3% |
| 7D | +1.1% | +3.3% | -2.2% | -1.0% |
| 30D | +2.2% | -5.9% | +8.0% | +6.1% |
| 3M | -2.3% | -14.1% | +11.8% | +7.4% |
| 6M | +23.0% | +6.6% | +16.4% | +17.0% |
| YTD | +61.1% | +45.0% | +16.0% | +24.9% |
| 1Y | +129.1% | +41.5% | +87.7% | +79.3% |
| All | +164.9% | +79.8% | +85.1% | +75.0% |
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 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