+4,124.7%
ASML vs EWT
+594.1%
+3,530.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +2.6% |
| 7D | +1.1% | +4.0% | -2.9% | -2.2% |
| 30D | +2.2% | +10.3% | -8.1% | -6.1% |
| 3M | -2.3% | +6.1% | -8.4% | -6.7% |
| 6M | +23.0% | +56.6% | -33.7% | -15.8% |
| YTD | +61.1% | +76.6% | -15.5% | -0.3% |
| 1Y | +129.1% | +97.9% | +31.2% | +28.8% |
| 3Y | +165.4% | +198.0% | -32.6% | +7.6% |
| 5Y | +109.5% | +151.8% | -42.3% | +1.5% |
| 10Y | +1,645.7% | +514.1% | +1,131.6% | +333.6% |
| All | +4,124.7% | +594.1% | +3,530.6% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling