+181.0%
ASML vs EXE
+155.8%
+25.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.9% |
| 7D | -0.8% | -3.9% | +3.1% | 0.0% |
| 30D | -14.9% | -2.6% | -12.3% | -14.4% |
| 3M | -13.0% | -6.9% | -6.1% | -11.9% |
| 6M | -4.7% | -9.3% | +4.6% | -3.2% |
| YTD | +42.3% | -20.7% | +63.0% | +47.8% |
| 1Y | +49.7% | -21.8% | +71.5% | +55.9% |
| 3Y | +144.3% | +16.2% | +128.1% | +127.0% |
| 5Y | +86.4% | +61.1% | +25.2% | +68.5% |
| All | +181.0% | +155.8% | +25.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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