+133.9%
ASML vs FERG
+69.1%
+64.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.5% |
| 7D | +4.9% | +9.7% | -4.8% | -0.2% |
| 30D | -9.3% | +15.0% | -24.3% | -15.8% |
| 3M | -19.0% | +3.8% | -22.7% | -20.7% |
| 6M | -5.2% | +10.6% | -15.8% | -11.0% |
| YTD | +40.6% | +17.0% | +23.6% | +28.0% |
| 1Y | +47.5% | +7.1% | +40.4% | +40.2% |
| 3Y | +133.9% | +67.7% | +66.1% | +73.1% |
| All | +133.9% | +69.1% | +64.8% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling