-7.5%
ASML vs EWZ
-19.3%
+11.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.9% |
| 7D | -9.0% | -1.5% | -7.5% | -8.8% |
| 30D | -21.0% | -24.5% | +3.6% | -18.5% |
| 3M | -16.3% | -10.7% | -5.6% | -18.7% |
| 6M | -7.5% | -19.1% | +11.6% | -5.8% |
| All | -7.5% | -19.3% | +11.8% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling