+1,534.9%
ASML vs EEM
+109.9%
+1,425.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.6% |
| 7D | -2.9% | -0.9% | -2.0% | -1.5% |
| 30D | -15.2% | -9.3% | -5.9% | -3.7% |
| 3M | -12.9% | -7.1% | -5.8% | -4.0% |
| 6M | -5.0% | -10.4% | +5.3% | +10.2% |
| YTD | +41.8% | +11.3% | +30.5% | +27.0% |
| 1Y | +46.0% | +11.3% | +34.8% | +31.0% |
| 3Y | +133.5% | +69.6% | +63.8% | +28.3% |
| 5Y | +93.0% | +33.6% | +59.4% | +42.9% |
| 10Y | +1,534.9% | +114.1% | +1,420.8% | +786.3% |
| All | +1,534.9% | +109.9% | +1,425.0% | +786.3% |
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