+75.5%
ASML vs ET
+201.6%
-126.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.8% |
| 7D | -9.0% | -7.9% | -1.1% | -5.3% |
| 30D | -21.0% | -5.9% | -15.0% | -18.6% |
| 3M | -16.3% | -5.2% | -11.1% | -14.3% |
| 6M | -7.5% | +0.3% | -7.8% | -8.3% |
| YTD | +34.0% | +23.1% | +10.9% | +17.8% |
| 1Y | +39.3% | +22.7% | +16.5% | +22.6% |
| 3Y | +128.9% | +75.4% | +53.5% | +62.2% |
| All | +75.5% | +201.6% | -126.2% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling