+93.0%
ASML vs FDX
+76.9%
+16.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | +0.5% | -3.3% | -3.0% |
| 30D | -15.2% | +9.5% | -24.7% | -18.8% |
| 3M | -12.9% | -1.3% | -11.6% | -12.8% |
| 6M | -5.0% | +5.5% | -10.6% | -8.1% |
| YTD | +41.8% | +38.9% | +2.9% | +20.6% |
| 1Y | +46.0% | +58.8% | -12.8% | +16.5% |
| 3Y | +133.5% | +71.1% | +62.3% | +69.8% |
| 5Y | +93.0% | +76.3% | +16.7% | +32.4% |
| All | +93.0% | +76.9% | +16.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling