+108.6%
ASML vs ETN
+167.9%
-59.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +1.4% |
| 7D | +1.1% | +2.0% | -0.9% | -0.5% |
| 30D | +2.2% | -7.9% | +10.1% | +9.0% |
| 3M | -2.3% | -1.6% | -0.7% | -1.6% |
| 6M | +23.0% | +16.9% | +6.1% | +7.6% |
| YTD | +61.1% | +30.1% | +31.0% | +28.2% |
| 1Y | +129.1% | +19.3% | +109.8% | +94.6% |
| 3Y | +165.4% | +82.5% | +82.8% | +49.5% |
| All | +108.6% | +167.9% | -59.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling