+1,395.4%
ASML vs EWJ
+116.5%
+1,278.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -5.0% | -4.0% | -2.4% |
| 30D | -21.0% | -10.2% | -10.7% | -8.2% |
| 3M | -16.3% | -7.2% | -9.1% | -7.2% |
| 6M | -7.5% | -3.2% | -4.3% | -2.1% |
| YTD | +34.0% | +9.9% | +24.1% | +20.0% |
| 1Y | +39.3% | +11.0% | +28.3% | +22.9% |
| 3Y | +128.9% | +57.3% | +71.5% | +24.2% |
| 5Y | +76.1% | +41.3% | +34.8% | +12.5% |
| All | +1,395.4% | +116.5% | +1,278.9% | +529.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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