+108.6%
ASML vs ETR
+127.8%
-19.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | +2.2% | +1.0% | +1.2% | +2.0% |
| 3M | -2.3% | -1.3% | -1.0% | -2.2% |
| 6M | +23.0% | +1.9% | +21.1% | +22.0% |
| YTD | +61.1% | +18.2% | +42.9% | +54.8% |
| 1Y | +129.1% | +24.7% | +104.4% | +117.9% |
| 3Y | +165.4% | +150.7% | +14.7% | +111.4% |
| All | +108.6% | +127.8% | -19.2% | +73.0% |
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