+1,504.8%
ASML vs FLEX
+659.4%
+845.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.8% | +0.5% |
| 7D | -0.8% | -7.2% | +6.3% | +2.1% |
| 30D | -14.9% | -34.8% | +19.9% | +2.6% |
| 3M | -13.0% | -35.6% | +22.6% | +4.9% |
| 6M | -4.7% | -45.0% | +40.3% | +22.4% |
| YTD | +42.3% | +29.4% | +12.9% | +15.9% |
| 1Y | +49.7% | +24.8% | +24.9% | +23.4% |
| 3Y | +144.3% | +304.4% | -160.1% | +9.3% |
| 5Y | +86.4% | +484.1% | -397.7% | -30.5% |
| 10Y | +1,504.8% | +640.4% | +864.4% | +393.9% |
| All | +1,504.8% | +659.4% | +845.5% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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