+97,349.8%
ASML vs FITB
+1,145.8%
+96,204.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +2.2% | -4.7% | +6.9% | +3.6% |
| 3M | -2.3% | +6.7% | -9.0% | -4.3% |
| 6M | +23.0% | +12.6% | +10.4% | +18.8% |
| YTD | +61.1% | +19.1% | +41.9% | +52.7% |
| 1Y | +129.1% | +22.6% | +106.5% | +114.9% |
| 3Y | +165.4% | +127.1% | +38.2% | +106.7% |
| 5Y | +109.5% | +71.8% | +37.6% | +74.4% |
| 10Y | +1,645.7% | +287.2% | +1,358.5% | +991.6% |
| All | +97,349.8% | +1,145.8% | +96,204.0% | +58,627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling