+1,504.8%
ASML vs EWZ
+45.3%
+1,459.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.4% |
| 30D | -14.9% | -25.1% | +10.2% | -5.1% |
| 3M | -13.0% | -7.7% | -5.2% | -12.1% |
| 6M | -4.7% | -15.8% | +11.1% | +0.2% |
| YTD | +42.3% | +3.6% | +38.7% | +37.2% |
| 1Y | +49.7% | +5.5% | +44.2% | +43.1% |
| 3Y | +144.3% | +22.1% | +122.2% | +117.6% |
| 5Y | +86.4% | +58.3% | +28.0% | +46.0% |
| 10Y | +1,504.8% | +50.3% | +1,454.6% | +1,145.1% |
| All | +1,504.8% | +45.3% | +1,459.5% | +1,145.1% |
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