+67.7%
ASML vs EXPD
+52.5%
+15.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -6.8% |
| 7D | -19.0% | -4.8% | -14.2% | -16.6% |
| 30D | -25.9% | -1.5% | -24.4% | -25.2% |
| 3M | -19.1% | +4.1% | -23.2% | -21.0% |
| 6M | -5.7% | +24.0% | -29.7% | -17.3% |
| YTD | +27.6% | +27.4% | +0.2% | +7.7% |
| 1Y | +30.8% | +38.4% | -7.6% | +4.2% |
| 3Y | +116.2% | +73.2% | +43.0% | +40.2% |
| 5Y | +67.7% | +59.9% | +7.8% | +7.4% |
| All | +67.7% | +52.5% | +15.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling