+176.4%
ASML vs FGI
-70.4%
+246.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.4% | +4.0% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | +2.2% | +65.4% | -63.2% | +0.1% |
| 3M | -2.3% | +23.5% | -25.8% | -3.9% |
| 6M | +23.0% | +60.5% | -37.6% | +19.6% |
| YTD | +61.1% | +30.0% | +31.1% | +57.0% |
| 1Y | +129.1% | +82.1% | +47.0% | +120.4% |
| 3Y | +165.4% | -4.4% | +169.7% | +159.4% |
| All | +176.4% | -70.4% | +246.8% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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