+42,568.3%
ASML vs EWJ
+130.5%
+42,437.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -5.0% | -4.0% | -4.3% |
| 30D | -21.0% | -10.2% | -10.7% | -12.0% |
| 3M | -16.3% | -7.2% | -9.1% | -9.8% |
| 6M | -7.5% | -3.2% | -4.3% | -3.3% |
| YTD | +34.0% | +9.9% | +24.1% | +25.0% |
| 1Y | +39.3% | +11.0% | +28.3% | +28.7% |
| 3Y | +128.9% | +57.3% | +71.5% | +54.1% |
| 5Y | +76.1% | +41.3% | +34.8% | +35.4% |
| 10Y | +1,428.4% | +117.5% | +1,310.9% | +735.7% |
| All | +42,568.3% | +130.5% | +42,437.8% | +17,323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling