+46.1%
ASML vs ET
+24.7%
+21.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -4.4% |
| 7D | -10.0% | -6.0% | -4.0% | -11.4% |
| 30D | -19.4% | -6.1% | -13.4% | -21.0% |
| 3M | -12.5% | -2.7% | -9.8% | -12.6% |
| 6M | +8.2% | +0.2% | +8.0% | +11.0% |
| YTD | +40.7% | +24.3% | +16.4% | +46.5% |
| 1Y | +46.1% | +26.4% | +19.8% | +50.5% |
| All | +46.1% | +24.7% | +21.4% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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