+84.2%
ASML vs RACE
+75.5%
+8.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.3% | -7.9% | -6.3% |
| 7D | -10.0% | +9.9% | -19.9% | -15.4% |
| 30D | -19.4% | +12.8% | -32.2% | -25.6% |
| 3M | -12.5% | +7.4% | -19.8% | -17.0% |
| 6M | +8.2% | +27.6% | -19.4% | -9.5% |
| YTD | +40.7% | +18.4% | +22.3% | +22.5% |
| 1Y | +46.1% | +9.5% | +36.6% | +33.8% |
| 3Y | +138.5% | +33.9% | +104.6% | +63.0% |
| 5Y | +84.2% | +74.9% | +9.3% | -11.0% |
| All | +84.2% | +75.5% | +8.7% | -11.0% |
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