+97,349.8%
ASML vs ETN
+9,624.0%
+87,725.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +1.9% |
| 7D | +1.1% | +2.0% | -0.9% | -0.2% |
| 30D | +2.2% | -7.9% | +10.1% | +7.7% |
| 3M | -2.3% | -1.6% | -0.7% | -1.4% |
| 6M | +23.0% | +16.9% | +6.1% | +10.9% |
| YTD | +61.1% | +30.1% | +31.0% | +34.9% |
| 1Y | +129.1% | +19.3% | +109.8% | +102.5% |
| 3Y | +165.4% | +82.5% | +82.8% | +76.5% |
| 5Y | +109.5% | +166.8% | -57.4% | +9.9% |
| 10Y | +1,645.7% | +649.7% | +996.0% | +351.3% |
| All | +97,349.8% | +9,624.0% | +87,725.8% | +6,087.2% |
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