+77,094.7%
ASML vs FITB
+1,123.7%
+75,971.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.7% |
| 7D | -19.0% | -1.8% | -17.2% | -18.6% |
| 30D | -25.9% | +4.8% | -30.7% | -26.9% |
| 3M | -19.1% | -6.4% | -12.6% | -17.6% |
| 6M | -5.7% | +7.9% | -13.6% | -8.0% |
| YTD | +27.6% | +17.0% | +10.6% | +21.5% |
| 1Y | +30.8% | +29.9% | +0.8% | +20.8% |
| 3Y | +116.2% | +124.8% | -8.6% | +69.1% |
| 5Y | +67.7% | +46.4% | +21.2% | +46.2% |
| 10Y | +1,355.3% | +258.1% | +1,097.2% | +828.7% |
| All | +77,094.7% | +1,123.7% | +75,971.0% | +46,620.5% |
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