+1,700.0%
ASML vs ESI
+201.5%
+1,498.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.1% | -1.7% |
| 7D | -10.0% | -6.6% | -3.4% | -7.4% |
| 30D | -19.4% | -10.9% | -8.5% | -15.5% |
| 3M | -12.5% | -13.8% | +1.3% | -7.0% |
| 6M | +8.2% | -21.5% | +29.8% | +19.4% |
| YTD | +40.7% | +34.7% | +6.0% | +25.6% |
| 1Y | +46.1% | +24.9% | +21.2% | +33.9% |
| 3Y | +138.5% | +78.7% | +59.8% | +91.6% |
| 5Y | +84.2% | +36.4% | +47.8% | +61.5% |
| 10Y | +1,505.1% | +358.5% | +1,146.6% | +907.4% |
| All | +1,700.0% | +201.5% | +1,498.5% | +1,186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling