+75.5%
ASML vs FITB
+44.6%
+30.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.4% |
| 7D | -9.0% | -1.5% | -7.5% | -8.4% |
| 30D | -21.0% | +5.8% | -26.8% | -23.0% |
| 3M | -16.3% | -6.1% | -10.2% | -14.0% |
| 6M | -7.5% | +5.9% | -13.5% | -10.5% |
| YTD | +34.0% | +16.1% | +17.9% | +23.8% |
| 1Y | +39.3% | +28.8% | +10.4% | +22.5% |
| 3Y | +128.9% | +126.0% | +2.8% | +48.9% |
| All | +75.5% | +44.6% | +30.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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