+133.9%
ASML vs EWT
+157.5%
-23.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.3% |
| 7D | +4.9% | +9.1% | -4.2% | -4.5% |
| 30D | -9.3% | -12.2% | +3.0% | +3.6% |
| 3M | -19.0% | -9.4% | -9.6% | -10.7% |
| 6M | -5.2% | +2.7% | -7.9% | -9.0% |
| YTD | +40.6% | +53.3% | -12.7% | -13.6% |
| 1Y | +47.5% | +59.2% | -11.7% | -13.2% |
| 3Y | +133.9% | +157.1% | -23.2% | -14.2% |
| All | +133.9% | +157.5% | -23.6% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling