+144.3%
ASML vs EEM
+70.6%
+73.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +2.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.4% |
| 30D | -14.9% | -8.6% | -6.3% | -3.0% |
| 3M | -13.0% | -7.0% | -5.9% | -3.3% |
| 6M | -4.7% | -9.7% | +5.0% | +10.8% |
| YTD | +42.3% | +12.1% | +30.2% | +21.8% |
| 1Y | +49.7% | +14.1% | +35.6% | +25.2% |
| 3Y | +144.3% | +72.1% | +72.2% | +18.7% |
| All | +144.3% | +70.6% | +73.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling