+1,504.8%
ASML vs FERG
+494.6%
+1,010.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.2% | -5.0% | +2.3% |
| 7D | -0.8% | +7.3% | -8.2% | -3.2% |
| 30D | -14.9% | +18.1% | -33.0% | -19.7% |
| 3M | -13.0% | +1.6% | -14.6% | -13.7% |
| 6M | -4.7% | +8.5% | -13.2% | -7.8% |
| YTD | +42.3% | +18.6% | +23.8% | +33.8% |
| 1Y | +49.7% | +5.7% | +44.0% | +45.9% |
| 3Y | +144.3% | +74.0% | +70.3% | +102.8% |
| 5Y | +86.4% | +83.9% | +2.5% | +48.0% |
| 10Y | +1,504.8% | +494.6% | +1,010.3% | +1,089.5% |
| All | +1,504.8% | +494.6% | +1,010.3% | +1,089.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling