+12,120.8%
ASML vs FE
+566.1%
+11,554.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | -19.0% | +0.6% | -19.6% | -19.2% |
| 30D | -25.9% | +6.4% | -32.4% | -27.5% |
| 3M | -19.1% | -0.5% | -18.6% | -19.1% |
| 6M | -5.7% | +4.7% | -10.5% | -7.9% |
| YTD | +27.6% | +8.4% | +19.2% | +23.0% |
| 1Y | +30.8% | +7.2% | +23.5% | +26.4% |
| 3Y | +116.2% | +44.9% | +71.3% | +84.1% |
| 5Y | +67.7% | +46.3% | +21.4% | +41.3% |
| 10Y | +1,355.3% | +110.3% | +1,245.1% | +924.7% |
| All | +12,120.8% | +566.1% | +11,554.7% | +5,199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling