+1,559.3%
ASML vs ETR
+379.5%
+1,179.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | +1.5% | +8.9% | +9.9% |
| 30D | -12.7% | +6.6% | -19.4% | -14.5% |
| 3M | -17.2% | +4.4% | -21.6% | -18.4% |
| 6M | -1.3% | -0.3% | -1.0% | -1.5% |
| YTD | +40.8% | +23.3% | +17.5% | +30.8% |
| 1Y | +45.2% | +18.9% | +26.4% | +36.5% |
| 3Y | +131.8% | +155.5% | -23.7% | +63.9% |
| 5Y | +84.0% | +159.9% | -75.9% | +28.2% |
| All | +1,559.3% | +379.5% | +1,179.8% | +1,021.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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