+86.4%
ASML vs ETR
+162.9%
-76.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.0% |
| 7D | -0.8% | +1.7% | -2.6% | -1.2% |
| 30D | -14.9% | +8.7% | -23.6% | -16.4% |
| 3M | -13.0% | +4.9% | -17.9% | -13.9% |
| 6M | -4.7% | +0.8% | -5.5% | -5.0% |
| YTD | +42.3% | +23.1% | +19.2% | +35.3% |
| 1Y | +49.7% | +17.9% | +31.8% | +43.6% |
| 3Y | +144.3% | +154.5% | -10.2% | +92.0% |
| 5Y | +86.4% | +160.3% | -73.9% | +50.7% |
| All | +86.4% | +162.9% | -76.5% | +50.7% |
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