+1,644.6%
ASML vs FE
+115.1%
+1,529.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +2.2% | -1.2% | +3.3% | +2.4% |
| 3M | -2.3% | +3.5% | -5.8% | -3.5% |
| 6M | +23.0% | -6.1% | +29.0% | +24.5% |
| YTD | +61.1% | +7.6% | +53.5% | +56.9% |
| 1Y | +129.1% | +11.9% | +117.2% | +120.2% |
| 3Y | +165.4% | +48.4% | +116.9% | +129.2% |
| 5Y | +109.5% | +44.8% | +64.7% | +81.9% |
| All | +1,644.6% | +115.1% | +1,529.5% | +1,373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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