+1,395.4%
ASML vs EME
+933.6%
+461.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +3.9% |
| 7D | -9.0% | -10.5% | +1.4% | -3.8% |
| 30D | -21.0% | -22.4% | +1.5% | -10.0% |
| 3M | -16.3% | -24.7% | +8.4% | -3.5% |
| 6M | -7.5% | -35.5% | +27.9% | +14.7% |
| YTD | +34.0% | -0.3% | +34.3% | +34.2% |
| 1Y | +39.3% | -6.7% | +46.0% | +44.0% |
| 3Y | +128.9% | +190.6% | -61.8% | +28.4% |
| 5Y | +76.1% | +367.3% | -291.2% | -22.2% |
| All | +1,395.4% | +933.6% | +461.8% | +382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling