+39.3%
ASML vs EEM
+9.8%
+29.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +2.0% |
| 7D | -9.0% | -2.8% | -6.2% | -5.2% |
| 30D | -21.0% | -11.9% | -9.0% | -5.8% |
| 3M | -16.3% | -8.8% | -7.5% | -4.9% |
| 6M | -7.5% | -11.6% | +4.1% | +10.2% |
| YTD | +34.0% | +9.0% | +25.0% | +11.4% |
| 1Y | +39.3% | +10.6% | +28.7% | +12.8% |
| All | +39.3% | +9.8% | +29.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling