+1,505.1%
ASML vs F
+87.5%
+1,417.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.7% |
| 7D | -10.0% | +6.0% | -16.0% | -12.2% |
| 30D | -19.4% | +4.3% | -23.7% | -20.9% |
| 3M | -12.5% | -10.1% | -2.4% | -9.5% |
| 6M | +8.2% | +12.8% | -4.5% | +1.3% |
| YTD | +40.7% | -0.1% | +40.8% | +38.0% |
| 1Y | +46.1% | +3.7% | +42.5% | +41.1% |
| 3Y | +138.5% | +42.7% | +95.8% | +94.0% |
| 5Y | +84.2% | -11.0% | +95.2% | +73.4% |
| 10Y | +1,505.1% | +87.0% | +1,418.1% | +941.1% |
| All | +1,505.1% | +87.5% | +1,417.6% | +941.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling