+84.0%
ASML vs ET
+217.1%
-133.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +10.4% | +3.0% | +7.3% | +8.8% |
| 30D | -12.7% | -3.5% | -9.3% | -11.2% |
| 3M | -17.2% | -5.6% | -11.6% | -15.0% |
| 6M | -1.3% | +0.5% | -1.8% | -2.1% |
| YTD | +40.8% | +26.3% | +14.4% | +22.3% |
| 1Y | +45.2% | +25.7% | +19.5% | +26.5% |
| 3Y | +131.8% | +85.1% | +46.7% | +60.1% |
| 5Y | +84.0% | +216.4% | -132.4% | +5.1% |
| All | +84.0% | +217.1% | -133.1% | +5.1% |
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 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