+1,557.1%
ASML vs FLEX
+608.2%
+948.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.8% |
| 7D | +4.9% | +7.5% | -2.5% | +1.2% |
| 30D | -9.3% | -25.3% | +16.0% | +2.6% |
| 3M | -19.0% | -39.7% | +20.7% | +0.7% |
| 6M | -5.2% | -47.9% | +42.6% | +24.7% |
| YTD | +40.6% | +24.1% | +16.5% | +16.7% |
| 1Y | +47.5% | +26.0% | +21.5% | +20.9% |
| 3Y | +133.9% | +282.7% | -148.8% | +7.3% |
| 5Y | +83.8% | +424.2% | -340.4% | -28.1% |
| All | +1,557.1% | +608.2% | +948.9% | +424.8% |
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