+3,883.0%
ASML vs EWZ
+436.1%
+3,446.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +1.1% | +6.5% | -5.4% | -2.1% |
| 30D | +2.2% | +4.8% | -2.7% | -0.5% |
| 3M | -2.3% | +9.9% | -12.2% | -6.9% |
| 6M | +23.0% | +1.9% | +21.0% | +21.7% |
| YTD | +61.1% | +20.3% | +40.8% | +47.1% |
| 1Y | +129.1% | +35.6% | +93.5% | +97.0% |
| 3Y | +165.4% | +43.4% | +121.9% | +119.3% |
| 5Y | +109.5% | +55.9% | +53.5% | +60.4% |
| 10Y | +1,645.7% | +84.2% | +1,561.6% | +977.6% |
| All | +3,883.0% | +436.1% | +3,446.9% | +717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling