+1,395.4%
ASML vs EXPD
+304.0%
+1,091.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +6.4% |
| 7D | -9.0% | -7.2% | -1.9% | -4.8% |
| 30D | -21.0% | -3.3% | -17.7% | -19.4% |
| 3M | -16.3% | +3.4% | -19.7% | -18.1% |
| 6M | -7.5% | +22.7% | -30.2% | -18.8% |
| YTD | +34.0% | +24.5% | +9.5% | +14.0% |
| 1Y | +39.3% | +38.6% | +0.6% | +10.3% |
| 3Y | +128.9% | +71.5% | +57.4% | +51.9% |
| 5Y | +76.1% | +56.2% | +19.8% | +22.6% |
| All | +1,395.4% | +304.0% | +1,091.4% | +544.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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