+3,246.6%
ASML vs EWT
+431.4%
+2,815.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.5% | +2.2% | +0.6% |
| 7D | -19.0% | -19.0% | -0.1% | -3.1% |
| 30D | -25.9% | -27.0% | +1.0% | -3.0% |
| 3M | -19.1% | -15.6% | -3.5% | -6.5% |
| 6M | -5.7% | -7.4% | +1.7% | +1.0% |
| YTD | +27.6% | +35.2% | -7.6% | -0.8% |
| 1Y | +30.8% | +36.0% | -5.3% | +1.1% |
| 3Y | +116.2% | +128.2% | -12.0% | +10.1% |
| 5Y | +67.7% | +97.4% | -29.7% | +0.1% |
| 10Y | +1,355.3% | +368.6% | +986.7% | +356.1% |
| All | +3,246.6% | +431.4% | +2,815.2% | +420.8% |
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