+67.7%
ASML vs RACE
+65.1%
+2.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -7.9% |
| 7D | -19.0% | +5.7% | -24.7% | -21.9% |
| 30D | -25.9% | +9.3% | -35.2% | -30.1% |
| 3M | -19.1% | +3.8% | -22.9% | -21.5% |
| 6M | -5.7% | +29.8% | -35.5% | -21.9% |
| YTD | +27.6% | +15.6% | +12.0% | +12.8% |
| 1Y | +30.8% | +5.1% | +25.7% | +23.2% |
| 3Y | +116.2% | +30.8% | +85.4% | +50.1% |
| 5Y | +67.7% | +67.4% | +0.3% | -16.9% |
| All | +67.7% | +65.1% | +2.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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