+75.5%
ASML vs EWZ
+58.5%
+17.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.7% |
| 7D | -9.0% | -1.5% | -7.5% | -8.4% |
| 30D | -21.0% | -24.5% | +3.6% | -12.0% |
| 3M | -16.3% | -10.7% | -5.6% | -14.9% |
| 6M | -7.5% | -19.1% | +11.6% | -1.3% |
| YTD | +34.0% | +1.6% | +32.4% | +28.6% |
| 1Y | +39.3% | +4.3% | +35.0% | +31.9% |
| 3Y | +128.9% | +19.0% | +109.9% | +101.8% |
| All | +75.5% | +58.5% | +17.0% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling