+1,670.8%
ASML vs EME
+1,261.2%
+409.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | +2.2% | -8.3% | +10.5% | +6.6% |
| 3M | -2.3% | -10.7% | +8.5% | +3.1% |
| 6M | +23.0% | +1.9% | +21.1% | +21.5% |
| YTD | +61.1% | +23.5% | +37.6% | +44.9% |
| 1Y | +129.1% | +18.0% | +111.1% | +106.6% |
| 3Y | +165.4% | +236.1% | -70.8% | +38.2% |
| 5Y | +109.5% | +527.9% | -418.4% | -19.9% |
| All | +1,670.8% | +1,261.2% | +409.6% | +380.6% |
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