+67.7%
ASML vs FDS
-19.3%
+86.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.3% |
| 7D | -19.0% | +6.4% | -25.4% | -19.6% |
| 30D | -25.9% | +25.2% | -51.1% | -27.9% |
| 3M | -19.1% | +22.9% | -42.0% | -21.4% |
| 6M | -5.7% | +56.5% | -62.2% | -15.2% |
| YTD | +27.6% | +19.0% | +8.6% | +26.8% |
| 1Y | +30.8% | +32.7% | -1.9% | +21.8% |
| 3Y | +116.2% | -20.4% | +136.6% | +159.2% |
| 5Y | +67.7% | -19.6% | +87.3% | +97.0% |
| All | +67.7% | -19.3% | +86.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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