+1,534.9%
ASML vs EVRG
+123.0%
+1,411.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.9% | +3.5% | -6.4% | -3.6% |
| 30D | -15.2% | +9.2% | -24.4% | -17.0% |
| 3M | -12.9% | +8.6% | -21.5% | -14.7% |
| 6M | -5.0% | +10.0% | -15.0% | -7.5% |
| YTD | +41.8% | +25.1% | +16.7% | +33.4% |
| 1Y | +46.0% | +19.5% | +26.5% | +38.9% |
| 3Y | +133.5% | +102.3% | +31.2% | +88.4% |
| 5Y | +93.0% | +66.8% | +26.2% | +65.4% |
| 10Y | +1,534.9% | +125.0% | +1,409.9% | +1,151.9% |
| All | +1,534.9% | +123.0% | +1,411.9% | +1,151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling