+1,557.1%
ASML vs FFIV
+118.6%
+1,438.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +1.4% |
| 7D | +4.9% | -0.5% | +5.5% | +5.3% |
| 30D | -9.3% | -32.4% | +23.1% | +11.2% |
| 3M | -19.0% | -25.7% | +6.7% | -6.9% |
| 6M | -5.2% | -13.5% | +8.3% | -1.3% |
| YTD | +40.6% | +21.1% | +19.5% | +16.5% |
| 1Y | +47.5% | +29.4% | +18.1% | +16.7% |
| 3Y | +133.9% | +94.9% | +39.0% | +36.6% |
| 5Y | +83.8% | +34.7% | +49.1% | +33.5% |
| All | +1,557.1% | +118.6% | +1,438.5% | +782.2% |
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