+1,557.1%
ASML vs ETN
+541.6%
+1,015.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.0% |
| 7D | +4.9% | +3.6% | +1.3% | +2.4% |
| 30D | -9.3% | -13.4% | +4.1% | +0.1% |
| 3M | -19.0% | -21.9% | +2.9% | -4.3% |
| 6M | -5.2% | -12.8% | +7.6% | +3.5% |
| YTD | +40.6% | +12.1% | +28.5% | +28.4% |
| 1Y | +47.5% | +0.8% | +46.7% | +44.7% |
| 3Y | +133.9% | +64.5% | +69.4% | +62.5% |
| 5Y | +83.8% | +121.7% | -38.0% | +3.5% |
| All | +1,557.1% | +541.6% | +1,015.5% | +451.5% |
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