+86.4%
ASML vs EWT
+115.5%
-29.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.2% | -1.0% | -2.3% |
| 7D | -0.8% | -5.0% | +4.1% | +4.7% |
| 30D | -14.9% | -16.3% | +1.4% | +4.9% |
| 3M | -13.0% | -7.2% | -5.7% | -5.8% |
| 6M | -4.7% | -0.5% | -4.2% | -6.2% |
| YTD | +42.3% | +50.6% | -8.2% | -18.1% |
| 1Y | +49.7% | +54.8% | -5.1% | -17.1% |
| 3Y | +144.3% | +155.5% | -11.2% | -34.8% |
| 5Y | +86.4% | +116.4% | -30.1% | -35.0% |
| All | +86.4% | +115.5% | -29.2% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling