+13,378.8%
ASML vs FE
+567.2%
+12,811.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.0% | +1.7% | -11.7% | -10.5% |
| 30D | -19.4% | +8.1% | -27.6% | -21.6% |
| 3M | -12.5% | -1.3% | -11.2% | -12.3% |
| 6M | +8.2% | +2.9% | +5.3% | +6.4% |
| YTD | +40.7% | +8.6% | +32.2% | +35.6% |
| 1Y | +46.1% | +6.3% | +39.8% | +41.6% |
| 3Y | +138.5% | +45.1% | +93.3% | +102.9% |
| 5Y | +84.2% | +47.1% | +37.0% | +54.9% |
| 10Y | +1,505.1% | +110.6% | +1,394.5% | +1,029.5% |
| All | +13,378.8% | +567.2% | +12,811.5% | +5,741.2% |
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 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