+1,644.6%
ASML vs FIVE
+478.4%
+1,166.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.5% |
| 7D | +1.1% | +4.3% | -3.2% | -0.2% |
| 30D | +2.2% | +12.5% | -10.3% | -1.9% |
| 3M | -2.3% | +31.2% | -33.5% | -11.0% |
| 6M | +23.0% | +14.4% | +8.6% | +16.1% |
| YTD | +61.1% | +33.9% | +27.2% | +44.4% |
| 1Y | +129.1% | +65.1% | +64.1% | +90.9% |
| 3Y | +165.4% | +49.0% | +116.4% | +110.1% |
| 5Y | +109.5% | +30.3% | +79.2% | +68.2% |
| All | +1,644.6% | +478.4% | +1,166.1% | +930.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling