+89.4%
ASML vs EWJ
+47.0%
+42.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +1.3% |
| 7D | -2.9% | -2.4% | -0.5% | +0.6% |
| 30D | -15.2% | -7.6% | -7.6% | -4.9% |
| 3M | -12.9% | -5.9% | -7.0% | -5.0% |
| 6M | -5.0% | -1.5% | -3.6% | -1.9% |
| YTD | +41.8% | +12.6% | +29.2% | +22.3% |
| 1Y | +46.0% | +12.7% | +33.4% | +25.6% |
| 3Y | +133.5% | +63.1% | +70.4% | +13.9% |
| All | +89.4% | +47.0% | +42.4% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling