+1,670.8%
ASML vs ET
+171.6%
+1,499.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | +2.2% | +7.5% | -5.3% | 0.0% |
| 3M | -2.3% | +11.4% | -13.7% | -5.6% |
| 6M | +23.0% | +18.5% | +4.4% | +16.3% |
| YTD | +61.1% | +37.4% | +23.7% | +45.4% |
| 1Y | +129.1% | +30.9% | +98.2% | +109.7% |
| 3Y | +165.4% | +98.7% | +66.6% | +114.9% |
| 5Y | +109.5% | +230.7% | -121.3% | +48.1% |
| All | +1,670.8% | +171.6% | +1,499.2% | +1,184.4% |
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