+1,773.7%
ASML vs FCUV
-87.2%
+1,861.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.7% | +17.8% | +4.2% |
| 7D | +1.1% | +62.8% | -61.7% | +1.1% |
| 30D | +2.2% | +66.5% | -64.3% | +2.2% |
| 3M | -2.3% | +459.9% | -462.2% | -2.5% |
| 6M | +23.0% | -12.4% | +35.3% | +23.0% |
| YTD | +61.1% | -47.5% | +108.6% | +61.2% |
| 1Y | +129.1% | -80.5% | +209.6% | +129.6% |
| 3Y | +165.4% | -97.6% | +263.0% | +166.0% |
| 5Y | +109.5% | -99.5% | +209.0% | +110.0% |
| 10Y | +1,645.7% | -95.8% | +1,741.5% | +1,689.3% |
| All | +1,773.7% | -87.2% | +1,861.0% | +1,837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling