+1,395.4%
ASML vs FE
+105.3%
+1,290.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.4% |
| 7D | -9.0% | -1.0% | -8.0% | -8.8% |
| 30D | -21.0% | +4.1% | -25.1% | -21.9% |
| 3M | -16.3% | -1.0% | -15.3% | -16.2% |
| 6M | -7.5% | +4.0% | -11.5% | -9.0% |
| YTD | +34.0% | +6.8% | +27.2% | +30.6% |
| 1Y | +39.3% | +5.3% | +34.0% | +36.2% |
| 3Y | +128.9% | +44.6% | +84.3% | +99.5% |
| 5Y | +76.1% | +44.2% | +31.9% | +53.1% |
| All | +1,395.4% | +105.3% | +1,290.1% | +1,211.1% |
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