+67.7%
ASML vs FITB
+44.9%
+22.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.3% |
| 7D | -19.0% | -1.8% | -17.2% | -18.3% |
| 30D | -25.9% | +4.8% | -30.7% | -27.5% |
| 3M | -19.1% | -6.4% | -12.6% | -16.7% |
| 6M | -5.7% | +7.9% | -13.6% | -9.5% |
| YTD | +27.6% | +17.0% | +10.6% | +17.5% |
| 1Y | +30.8% | +29.9% | +0.8% | +14.6% |
| 3Y | +116.2% | +124.8% | -8.6% | +41.1% |
| 5Y | +67.7% | +46.4% | +21.2% | +41.6% |
| All | +67.7% | +44.9% | +22.7% | +41.6% |
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