+1,534.9%
ASML vs EWZ
+55.9%
+1,479.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | -15.2% | -26.2% | +11.0% | -4.9% |
| 3M | -12.9% | -8.6% | -4.3% | -11.7% |
| 6M | -5.0% | -17.0% | +12.0% | +0.5% |
| YTD | +41.8% | +2.2% | +39.6% | +37.5% |
| 1Y | +46.0% | +2.7% | +43.4% | +41.2% |
| 3Y | +133.5% | +18.2% | +115.3% | +110.7% |
| 5Y | +93.0% | +56.0% | +37.0% | +52.0% |
| 10Y | +1,534.9% | +60.8% | +1,474.1% | +1,160.1% |
| All | +1,534.9% | +55.9% | +1,479.0% | +1,160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling