+84.2%
ASML vs FIVE
+23.2%
+61.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.7% | -10.3% | -5.8% |
| 7D | -10.0% | +7.5% | -17.5% | -12.3% |
| 30D | -19.4% | +16.7% | -36.2% | -23.7% |
| 3M | -12.5% | +13.4% | -25.8% | -16.8% |
| 6M | +8.2% | +9.0% | -0.8% | +3.3% |
| YTD | +40.7% | +33.8% | +6.9% | +24.7% |
| 1Y | +46.1% | +61.2% | -15.0% | +21.1% |
| 3Y | +138.5% | +42.1% | +96.4% | +91.9% |
| 5Y | +84.2% | +21.4% | +62.8% | +50.4% |
| All | +84.2% | +23.2% | +61.0% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling