+108.6%
ASML vs EVRG
+45.5%
+63.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +2.2% | -1.0% | +3.2% | +2.3% |
| 3M | -2.3% | +0.4% | -2.7% | -2.6% |
| 6M | +23.0% | -0.8% | +23.8% | +22.8% |
| YTD | +61.1% | +15.3% | +45.7% | +56.2% |
| 1Y | +129.1% | +17.9% | +111.2% | +120.8% |
| 3Y | +165.4% | +71.9% | +93.4% | +128.2% |
| All | +108.6% | +45.5% | +63.1% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling