+141.5%
ASML vs FGI
-70.3%
+211.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.4% | -3.5% |
| 7D | -10.0% | +3.3% | -13.4% | -10.1% |
| 30D | -19.4% | -2.0% | -17.4% | -19.4% |
| 3M | -12.5% | +60.3% | -72.7% | -14.3% |
| 6M | +8.2% | +0.7% | +7.5% | +6.6% |
| YTD | +40.7% | +30.2% | +10.5% | +37.0% |
| 1Y | +46.1% | +44.4% | +1.8% | +42.0% |
| 3Y | +138.5% | -0.4% | +138.9% | +132.2% |
| All | +141.5% | -70.3% | +211.8% | +146.9% |
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