+10,199.3%
ASML vs FFIV
+6,333.6%
+3,865.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -10.0% | -9.8% | -0.2% | -7.1% |
| 30D | -19.4% | -28.1% | +8.7% | -11.8% |
| 3M | -12.5% | -20.0% | +7.5% | -7.5% |
| 6M | +8.2% | -0.1% | +8.3% | +6.7% |
| YTD | +40.7% | +29.2% | +11.5% | +27.4% |
| 1Y | +46.1% | +36.6% | +9.5% | +29.8% |
| 3Y | +138.5% | +114.0% | +24.5% | +84.3% |
| 5Y | +84.2% | +48.1% | +36.1% | +60.4% |
| 10Y | +1,505.1% | +142.9% | +1,362.2% | +1,101.3% |
| All | +10,199.3% | +6,333.6% | +3,865.7% | +2,567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling