+97,349.8%
ASML vs ETR
+3,698.5%
+93,651.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | +2.2% | +1.0% | +1.2% | +1.9% |
| 3M | -2.3% | -1.3% | -1.0% | -2.2% |
| 6M | +23.0% | +1.9% | +21.1% | +21.7% |
| YTD | +61.1% | +18.2% | +42.9% | +52.4% |
| 1Y | +129.1% | +24.7% | +104.4% | +113.2% |
| 3Y | +165.4% | +150.7% | +14.7% | +95.1% |
| 5Y | +109.5% | +127.0% | -17.6% | +57.7% |
| 10Y | +1,645.7% | +295.5% | +1,350.3% | +992.8% |
| All | +97,349.8% | +3,698.5% | +93,651.2% | +70,896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling