+128.9%
ASML vs ETR
+146.5%
-17.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | -9.0% | +0.4% | -9.4% | -9.0% |
| 30D | -21.0% | +7.5% | -28.5% | -21.2% |
| 3M | -16.3% | +4.4% | -20.7% | -16.4% |
| 6M | -7.5% | -1.5% | -6.0% | -7.5% |
| YTD | +34.0% | +21.8% | +12.2% | +32.9% |
| 1Y | +39.3% | +18.4% | +20.9% | +38.1% |
| 3Y | +128.9% | +148.5% | -19.7% | +183.5% |
| All | +128.9% | +146.5% | -17.7% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling