+108.6%
ASML vs ET
+232.1%
-123.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +0.9% | +0.2% | +0.7% |
| 30D | +2.2% | +7.5% | -5.3% | -1.1% |
| 3M | -2.3% | +11.4% | -13.7% | -7.2% |
| 6M | +23.0% | +18.5% | +4.4% | +12.7% |
| YTD | +61.1% | +37.4% | +23.7% | +36.7% |
| 1Y | +129.1% | +30.9% | +98.2% | +98.8% |
| 3Y | +165.4% | +98.7% | +66.6% | +85.4% |
| All | +108.6% | +232.1% | -123.5% | +24.2% |
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