+1,395.4%
ASML vs FDX
+153.7%
+1,241.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.8% | +6.3% |
| 7D | -9.0% | -1.6% | -7.4% | -8.4% |
| 30D | -21.0% | +6.6% | -27.6% | -23.5% |
| 3M | -16.3% | -2.1% | -14.2% | -16.0% |
| 6M | -7.5% | +2.2% | -9.7% | -9.2% |
| YTD | +34.0% | +33.9% | 0.0% | +15.5% |
| 1Y | +39.3% | +50.2% | -11.0% | +13.4% |
| 3Y | +128.9% | +65.5% | +63.3% | +70.3% |
| 5Y | +76.1% | +74.1% | +2.0% | +23.9% |
| All | +1,395.4% | +153.7% | +1,241.7% | +775.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling