+15,327.4%
ASML vs FE
+561.4%
+14,766.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | +2.2% | -1.2% | +3.3% | +2.5% |
| 3M | -2.3% | +3.5% | -5.8% | -3.9% |
| 6M | +23.0% | -6.1% | +29.0% | +24.8% |
| YTD | +61.1% | +7.6% | +53.5% | +55.9% |
| 1Y | +129.1% | +11.9% | +117.2% | +118.2% |
| 3Y | +165.4% | +48.4% | +116.9% | +123.9% |
| 5Y | +109.5% | +44.8% | +64.7% | +77.4% |
| 10Y | +1,645.7% | +115.9% | +1,529.8% | +1,117.5% |
| All | +15,327.4% | +561.4% | +14,766.0% | +6,616.3% |
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 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