+46.1%
ASML vs EWZ
+7.8%
+38.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.2% |
| 7D | -10.0% | -4.1% | -5.9% | -8.7% |
| 30D | -19.4% | -25.0% | +5.5% | -11.8% |
| 3M | -12.5% | -10.6% | -1.8% | -14.4% |
| 6M | +8.2% | -16.6% | +24.8% | +11.3% |
| YTD | +40.7% | +2.5% | +38.2% | +28.4% |
| 1Y | +46.1% | +8.1% | +38.1% | +27.1% |
| All | +46.1% | +7.8% | +38.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling