+108.6%
ASML vs FFIV
+91.3%
+17.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | +2.2% | -5.1% | +7.3% | +5.1% |
| 3M | -2.3% | -4.5% | +2.2% | -0.3% |
| 6M | +23.0% | +36.5% | -13.5% | -1.8% |
| YTD | +61.1% | +53.0% | +8.1% | +17.3% |
| 1Y | +129.1% | +24.2% | +104.9% | +90.0% |
| 3Y | +165.4% | +137.2% | +28.1% | +28.0% |
| All | +108.6% | +91.3% | +17.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling