+108.6%
ASML vs EWZ
+54.7%
+53.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +1.1% | +6.5% | -5.4% | -2.0% |
| 30D | +2.2% | +4.8% | -2.7% | -0.4% |
| 3M | -2.3% | +9.9% | -12.2% | -6.8% |
| 6M | +23.0% | +1.9% | +21.0% | +21.7% |
| YTD | +61.1% | +20.3% | +40.8% | +48.2% |
| 1Y | +129.1% | +35.6% | +93.5% | +99.9% |
| 3Y | +165.4% | +43.4% | +121.9% | +123.7% |
| All | +108.6% | +54.7% | +53.8% | +74.2% |
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