+123.1%
ASML vs ETN
+22.0%
+101.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +0.9% |
| 7D | +6.0% | +8.0% | -2.1% | +0.1% |
| 30D | +1.4% | -5.9% | +7.3% | +5.9% |
| 3M | +1.0% | +5.0% | -3.9% | -2.8% |
| 6M | +37.0% | +22.4% | +14.6% | +18.2% |
| YTD | +65.8% | +33.6% | +32.1% | +32.4% |
| 1Y | +123.1% | +22.1% | +101.0% | +95.1% |
| All | +123.1% | +22.0% | +101.2% | +95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling