+84.2%
ASML vs F
-8.7%
+92.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.9% |
| 7D | -10.0% | +6.0% | -16.0% | -12.4% |
| 30D | -19.4% | +4.3% | -23.7% | -21.1% |
| 3M | -12.5% | -10.1% | -2.4% | -9.1% |
| 6M | +8.2% | +12.8% | -4.5% | 0.0% |
| YTD | +40.7% | -0.1% | +40.8% | +37.0% |
| 1Y | +46.1% | +3.7% | +42.5% | +39.8% |
| 3Y | +138.5% | +42.7% | +95.8% | +83.4% |
| 5Y | +84.2% | -11.0% | +95.2% | +64.8% |
| All | +84.2% | -8.7% | +92.9% | +64.8% |
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