+108.6%
ASML vs FE
+45.0%
+63.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | +2.2% | -1.2% | +3.3% | +2.3% |
| 3M | -2.3% | +3.5% | -5.8% | -3.1% |
| 6M | +23.0% | -6.1% | +29.0% | +24.3% |
| YTD | +61.1% | +7.6% | +53.5% | +58.0% |
| 1Y | +129.1% | +11.9% | +117.2% | +122.1% |
| 3Y | +165.4% | +48.4% | +116.9% | +127.5% |
| All | +108.6% | +45.0% | +63.6% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling