+1,504.8%
ASML vs ETR
+356.9%
+1,147.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.9% |
| 7D | -0.8% | +1.7% | -2.6% | -1.4% |
| 30D | -14.9% | +8.7% | -23.6% | -17.1% |
| 3M | -13.0% | +4.9% | -17.9% | -14.3% |
| 6M | -4.7% | +0.8% | -5.5% | -5.2% |
| YTD | +42.3% | +23.1% | +19.2% | +32.3% |
| 1Y | +49.7% | +17.9% | +31.8% | +41.1% |
| 3Y | +144.3% | +154.5% | -10.2% | +72.9% |
| 5Y | +86.4% | +160.3% | -73.9% | +29.6% |
| 10Y | +1,504.8% | +366.9% | +1,137.9% | +971.6% |
| All | +1,504.8% | +356.9% | +1,147.9% | +971.6% |
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