+1,559.3%
ASML vs EWT
+448.2%
+1,111.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | +0.9% |
| 7D | +10.4% | +13.2% | -2.9% | -4.8% |
| 30D | -12.7% | -14.3% | +1.6% | +3.7% |
| 3M | -17.2% | -8.4% | -8.8% | -9.3% |
| 6M | -1.3% | +3.7% | -5.0% | -7.3% |
| YTD | +40.8% | +53.1% | -12.3% | -17.5% |
| 1Y | +45.2% | +55.5% | -10.3% | -16.6% |
| 3Y | +131.8% | +155.6% | -23.8% | -27.9% |
| 5Y | +84.0% | +119.3% | -35.3% | -29.2% |
| All | +1,559.3% | +448.2% | +1,111.1% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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