+108.6%
ASML vs EEM
+45.0%
+63.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +1.6% |
| 7D | +1.1% | +2.3% | -1.2% | -2.1% |
| 30D | +2.2% | +4.5% | -2.3% | -4.1% |
| 3M | -2.3% | -0.1% | -2.2% | -1.6% |
| 6M | +23.0% | +16.9% | +6.0% | -0.7% |
| YTD | +61.1% | +26.2% | +34.8% | +16.6% |
| 1Y | +129.1% | +40.5% | +88.6% | +43.0% |
| 3Y | +165.4% | +86.2% | +79.2% | +12.3% |
| All | +108.6% | +45.0% | +63.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling