+82.7%
ASML vs EEM
+31.5%
+51.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.4% |
| 7D | +4.9% | +2.7% | +2.3% | +1.2% |
| 30D | -9.3% | -5.4% | -3.9% | -1.4% |
| 3M | -19.0% | -8.6% | -10.3% | -7.6% |
| 6M | -5.2% | -8.9% | +3.7% | +9.0% |
| YTD | +40.6% | +11.9% | +28.7% | +20.9% |
| 1Y | +47.5% | +13.1% | +34.4% | +25.1% |
| 3Y | +133.9% | +70.7% | +63.2% | +11.2% |
| All | +82.7% | +31.5% | +51.2% | +23.3% |
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 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