+6,725.6%
ASML vs ET
+1,275.4%
+5,450.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.9% |
| 7D | -9.0% | -7.9% | -1.1% | -7.0% |
| 30D | -21.0% | -5.9% | -15.0% | -19.7% |
| 3M | -16.3% | -5.2% | -11.1% | -15.2% |
| 6M | -7.5% | +0.3% | -7.8% | -7.9% |
| YTD | +34.0% | +23.1% | +10.9% | +26.2% |
| 1Y | +39.3% | +22.7% | +16.5% | +31.2% |
| 3Y | +128.9% | +75.4% | +53.5% | +96.9% |
| 5Y | +76.1% | +202.6% | -126.5% | +32.6% |
| 10Y | +1,428.4% | +213.0% | +1,215.4% | +954.6% |
| All | +6,725.6% | +1,275.4% | +5,450.2% | +1,790.3% |
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