+8,104.7%
ASML vs ET
+1,435.0%
+6,669.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +2.2% | +7.5% | -5.3% | +0.3% |
| 3M | -2.3% | +11.4% | -13.7% | -5.2% |
| 6M | +23.0% | +18.5% | +4.4% | +17.2% |
| YTD | +61.1% | +37.4% | +23.7% | +47.5% |
| 1Y | +129.1% | +30.9% | +98.2% | +112.3% |
| 3Y | +165.4% | +98.7% | +66.6% | +121.1% |
| 5Y | +109.5% | +230.7% | -121.3% | +53.6% |
| 10Y | +1,645.7% | +175.6% | +1,470.1% | +1,135.9% |
| All | +8,104.7% | +1,435.0% | +6,669.7% | +2,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling