+67.7%
ASML vs FFIV
+39.3%
+28.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -6.2% |
| 7D | -19.0% | -14.2% | -4.8% | -11.4% |
| 30D | -25.9% | -33.6% | +7.7% | -8.1% |
| 3M | -19.1% | -24.2% | +5.2% | -8.4% |
| 6M | -5.7% | -8.3% | +2.6% | -6.4% |
| YTD | +27.6% | +22.1% | +5.5% | +1.7% |
| 1Y | +30.8% | +26.5% | +4.3% | +1.2% |
| 3Y | +116.2% | +102.3% | +13.9% | +6.2% |
| 5Y | +67.7% | +40.6% | +27.0% | +2.9% |
| All | +67.7% | +39.3% | +28.4% | +2.9% |
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