+80,969.6%
ASML vs ETN
+7,987.8%
+72,981.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +2.1% |
| 7D | -9.0% | -7.6% | -1.4% | -4.4% |
| 30D | -21.0% | -20.8% | -0.2% | -8.2% |
| 3M | -16.3% | -23.6% | +7.3% | -0.7% |
| 6M | -7.5% | -18.5% | +11.0% | +4.9% |
| YTD | +34.0% | +8.2% | +25.8% | +26.2% |
| 1Y | +39.3% | -8.7% | +48.0% | +46.2% |
| 3Y | +128.9% | +63.3% | +65.6% | +63.9% |
| 5Y | +76.1% | +115.6% | -39.5% | +5.9% |
| 10Y | +1,428.4% | +586.7% | +841.7% | +319.0% |
| All | +80,969.6% | +7,987.8% | +72,981.8% | +5,685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling