+1,761.8%
ASML vs ETN
+681.2%
+1,080.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.0% |
| 7D | +6.0% | +8.0% | -2.1% | +0.5% |
| 30D | +1.4% | -5.9% | +7.3% | +5.6% |
| 3M | +1.0% | +5.0% | -3.9% | -2.6% |
| 6M | +37.0% | +22.4% | +14.6% | +18.9% |
| YTD | +65.8% | +33.6% | +32.1% | +34.9% |
| 1Y | +123.1% | +22.1% | +101.0% | +92.5% |
| 3Y | +188.2% | +85.6% | +102.6% | +85.4% |
| 5Y | +115.6% | +179.2% | -63.6% | +5.7% |
| 10Y | +1,761.8% | +687.3% | +1,074.5% | +434.6% |
| All | +1,761.8% | +681.2% | +1,080.7% | +434.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling