+1,557.1%
ASML vs EEM
+121.0%
+1,436.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +4.9% | +2.7% | +2.3% | +1.6% |
| 30D | -9.3% | -5.4% | -3.9% | -2.3% |
| 3M | -19.0% | -8.6% | -10.3% | -8.8% |
| 6M | -5.2% | -8.9% | +3.7% | +7.8% |
| YTD | +40.6% | +11.9% | +28.7% | +25.0% |
| 1Y | +47.5% | +13.1% | +34.4% | +29.6% |
| 3Y | +133.9% | +70.7% | +63.2% | +27.5% |
| 5Y | +83.8% | +31.8% | +52.0% | +38.0% |
| All | +1,557.1% | +121.0% | +1,436.1% | +788.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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