+3,213.5%
ASML vs EWZ
+352.8%
+2,860.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.7% |
| 7D | -9.0% | -1.5% | -7.5% | -8.3% |
| 30D | -21.0% | -24.5% | +3.6% | -10.8% |
| 3M | -16.3% | -10.7% | -5.6% | -13.8% |
| 6M | -7.5% | -19.1% | +11.6% | 0.0% |
| YTD | +34.0% | +1.6% | +32.4% | +29.8% |
| 1Y | +39.3% | +4.3% | +35.0% | +33.0% |
| 3Y | +128.9% | +19.0% | +109.9% | +102.6% |
| 5Y | +76.1% | +57.7% | +18.4% | +31.8% |
| 10Y | +1,428.4% | +51.3% | +1,377.1% | +919.2% |
| All | +3,213.5% | +352.8% | +2,860.6% | +621.4% |
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