+84.2%
ASML vs FE
+47.4%
+36.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.0% | +1.7% | -11.7% | -10.2% |
| 30D | -19.4% | +8.1% | -27.6% | -20.3% |
| 3M | -12.5% | -1.3% | -11.2% | -12.3% |
| 6M | +8.2% | +2.9% | +5.3% | +7.4% |
| YTD | +40.7% | +8.6% | +32.2% | +38.0% |
| 1Y | +46.1% | +6.3% | +39.8% | +43.8% |
| 3Y | +138.5% | +45.1% | +93.3% | +108.7% |
| 5Y | +84.2% | +47.1% | +37.0% | +62.4% |
| All | +84.2% | +47.4% | +36.8% | +62.4% |
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