+108.6%
ASML vs F
+55.4%
+53.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.5% |
| 7D | +1.1% | +5.3% | -4.2% | -1.1% |
| 30D | +2.2% | +4.6% | -2.4% | 0.0% |
| 3M | -2.3% | -3.7% | +1.4% | -1.1% |
| 6M | +23.0% | +16.8% | +6.2% | +13.3% |
| YTD | +61.1% | +15.3% | +45.8% | +48.8% |
| 1Y | +129.1% | +31.0% | +98.1% | +98.5% |
| 3Y | +165.4% | +45.4% | +119.9% | +107.4% |
| All | +108.6% | +55.4% | +53.2% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling