+1,395.4%
ASML vs ET
+209.4%
+1,186.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.9% |
| 7D | -9.0% | -7.9% | -1.1% | -6.8% |
| 30D | -21.0% | -5.9% | -15.0% | -19.5% |
| 3M | -16.3% | -5.2% | -11.1% | -15.0% |
| 6M | -7.5% | +0.3% | -7.8% | -7.9% |
| YTD | +34.0% | +23.1% | +10.9% | +24.9% |
| 1Y | +39.3% | +22.7% | +16.5% | +29.9% |
| 3Y | +128.9% | +75.4% | +53.5% | +92.4% |
| 5Y | +76.1% | +202.6% | -126.5% | +28.5% |
| All | +1,395.4% | +209.4% | +1,186.0% | +974.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling