+164.9%
ASML vs EEM
+87.2%
+77.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +1.7% |
| 7D | +1.1% | +2.3% | -1.2% | -2.0% |
| 30D | +2.2% | +4.5% | -2.3% | -4.0% |
| 3M | -2.3% | -0.1% | -2.2% | -1.7% |
| 6M | +23.0% | +16.9% | +6.0% | -0.5% |
| YTD | +61.1% | +26.2% | +34.8% | +16.7% |
| 1Y | +129.1% | +40.5% | +88.6% | +43.2% |
| All | +164.9% | +87.2% | +77.8% | +11.3% |
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 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