+140.3%
ASML vs F
+42.7%
+97.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.5% |
| 7D | -10.0% | +6.0% | -16.0% | -11.8% |
| 30D | -19.4% | +4.3% | -23.7% | -20.7% |
| 3M | -12.5% | -10.1% | -2.4% | -9.9% |
| 6M | +8.2% | +12.8% | -4.5% | +1.7% |
| YTD | +40.7% | -0.1% | +40.8% | +37.3% |
| 1Y | +46.1% | +3.7% | +42.5% | +40.9% |
| All | +140.3% | +42.7% | +97.7% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling