+75.5%
ASML vs ETR
+152.2%
-76.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | -9.0% | +0.4% | -9.4% | -9.1% |
| 30D | -21.0% | +7.5% | -28.5% | -22.2% |
| 3M | -16.3% | +4.4% | -20.7% | -17.1% |
| 6M | -7.5% | -1.5% | -6.0% | -7.4% |
| YTD | +34.0% | +21.8% | +12.2% | +27.7% |
| 1Y | +39.3% | +18.4% | +20.9% | +33.5% |
| 3Y | +128.9% | +148.5% | -19.7% | +81.3% |
| All | +75.5% | +152.2% | -76.7% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling