+117.9%
ASML vs EEM
+60.0%
+57.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.8% | -3.5% | -1.3% |
| 7D | -19.0% | -7.4% | -11.6% | -9.6% |
| 30D | -25.9% | -15.0% | -11.0% | -6.9% |
| 3M | -19.1% | -11.7% | -7.4% | -3.5% |
| 6M | -5.7% | -10.8% | +5.0% | +11.4% |
| YTD | +27.6% | +6.7% | +20.9% | +17.0% |
| 1Y | +30.8% | +7.4% | +23.4% | +18.9% |
| All | +117.9% | +60.0% | +57.9% | +15.2% |
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