+1,395.4%
ASML vs FFIV
+126.1%
+1,269.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | -9.0% | -8.1% | -0.9% | -4.4% |
| 30D | -21.0% | -33.4% | +12.4% | -2.4% |
| 3M | -16.3% | -24.7% | +8.5% | -4.7% |
| 6M | -7.5% | -8.8% | +1.3% | -6.8% |
| YTD | +34.0% | +21.8% | +12.2% | +10.7% |
| 1Y | +39.3% | +25.3% | +14.0% | +12.5% |
| 3Y | +128.9% | +101.2% | +27.7% | +31.1% |
| 5Y | +76.1% | +40.2% | +35.9% | +25.1% |
| All | +1,395.4% | +126.1% | +1,269.3% | +686.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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