+164.9%
ASML vs FE
+49.5%
+115.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.0% |
| 7D | +1.1% | +1.9% | -0.8% | +1.5% |
| 30D | +2.2% | -1.2% | +3.3% | +2.0% |
| 3M | -2.3% | +3.5% | -5.8% | -1.5% |
| 6M | +23.0% | -6.1% | +29.0% | +22.5% |
| YTD | +61.1% | +7.6% | +53.5% | +63.5% |
| 1Y | +129.1% | +11.9% | +117.2% | +133.8% |
| All | +164.9% | +49.5% | +115.5% | +174.3% |
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