+117.9%
ASML vs FE
+44.7%
+73.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.4% |
| 7D | -19.0% | +0.6% | -19.6% | -18.9% |
| 30D | -25.9% | +6.4% | -32.4% | -24.7% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -5.7% | +4.7% | -10.5% | -4.5% |
| YTD | +27.6% | +8.4% | +19.2% | +30.4% |
| 1Y | +30.8% | +7.2% | +23.5% | +33.4% |
| All | +117.9% | +44.7% | +73.2% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling