+46.6%
ASML vs ET
+24.5%
+22.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.4% |
| 7D | -0.8% | -4.4% | +3.6% | -2.1% |
| 30D | -14.9% | -4.8% | -10.1% | -16.2% |
| 3M | -13.0% | -3.4% | -9.5% | -13.4% |
| 6M | -4.7% | +2.2% | -6.9% | -1.3% |
| YTD | +42.3% | +24.2% | +18.1% | +51.6% |
| All | +46.6% | +24.5% | +22.1% | +56.9% |
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