+67.7%
ASML vs ESI
+24.6%
+43.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.0% | -1.3% | -3.5% |
| 7D | -19.0% | -13.1% | -5.9% | -10.1% |
| 30D | -25.9% | -18.5% | -7.4% | -14.0% |
| 3M | -19.1% | -19.6% | +0.5% | -5.4% |
| 6M | -5.7% | -29.8% | +24.1% | +20.6% |
| YTD | +27.6% | +23.9% | +3.7% | +5.2% |
| 1Y | +30.8% | +15.0% | +15.8% | +13.3% |
| 3Y | +116.2% | +64.3% | +51.9% | +33.7% |
| 5Y | +67.7% | +26.3% | +41.3% | +13.0% |
| All | +67.7% | +24.6% | +43.1% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling