+128.9%
ASML vs FCUV
-99.6%
+228.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.0% |
| 7D | -9.0% | -13.0% | +4.0% | -9.0% |
| 30D | -21.0% | -36.9% | +15.9% | -21.0% |
| 3M | -16.3% | -65.3% | +49.0% | -16.4% |
| 6M | -7.5% | -32.9% | +25.4% | -6.8% |
| YTD | +34.0% | -91.2% | +125.2% | +37.8% |
| 1Y | +39.3% | -98.2% | +137.5% | +46.1% |
| 3Y | +128.9% | -99.6% | +228.4% | +128.0% |
| All | +128.9% | -99.6% | +228.5% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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