+164.9%
ASML vs EWJ
+72.3%
+92.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.7% |
| 7D | +1.1% | +2.5% | -1.4% | -2.0% |
| 30D | +2.2% | +3.3% | -1.1% | -1.8% |
| 3M | -2.3% | +5.0% | -7.3% | -7.3% |
| 6M | +23.0% | +11.5% | +11.4% | +9.4% |
| YTD | +61.1% | +22.4% | +38.7% | +28.8% |
| 1Y | +129.1% | +30.2% | +98.9% | +70.8% |
| All | +164.9% | +72.3% | +92.6% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling