+1,323.9%
ASML vs FIX
+3,416.6%
-2,092.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.2% | -4.8% |
| 7D | -19.0% | -27.2% | +8.2% | -8.8% |
| 30D | -25.9% | -46.9% | +21.0% | -6.2% |
| 3M | -19.1% | -44.4% | +25.4% | +0.3% |
| 6M | -5.7% | -50.9% | +45.2% | +22.2% |
| YTD | +27.6% | +3.5% | +24.0% | +25.3% |
| 1Y | +30.8% | -2.1% | +32.9% | +30.6% |
| 3Y | +116.2% | +418.7% | -302.5% | +8.9% |
| 5Y | +67.7% | +894.6% | -826.9% | -34.3% |
| All | +1,323.9% | +3,416.6% | -2,092.6% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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