+164.9%
ASML vs EWT
+196.6%
-31.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +2.2% |
| 7D | +1.1% | +4.0% | -2.9% | -3.1% |
| 30D | +2.2% | +10.3% | -8.1% | -8.1% |
| 3M | -2.3% | +6.1% | -8.4% | -8.2% |
| 6M | +23.0% | +56.6% | -33.7% | -25.2% |
| YTD | +61.1% | +76.6% | -15.5% | -14.5% |
| 1Y | +129.1% | +97.9% | +31.2% | +6.8% |
| All | +164.9% | +196.6% | -31.7% | -22.2% |
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