+82.7%
ASML vs ETR
+157.6%
-74.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.9% | +1.2% | +3.8% | +4.7% |
| 30D | -9.3% | +7.0% | -16.3% | -10.6% |
| 3M | -19.0% | +4.6% | -23.6% | -19.8% |
| 6M | -5.2% | +0.1% | -5.3% | -5.4% |
| YTD | +40.6% | +23.2% | +17.4% | +33.6% |
| 1Y | +47.5% | +20.6% | +26.9% | +40.8% |
| 3Y | +133.9% | +156.3% | -22.4% | +82.4% |
| All | +82.7% | +157.6% | -74.9% | +47.3% |
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