+1,559.3%
ASML vs FLEX
+637.8%
+921.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.9% |
| 7D | +10.4% | +17.1% | -6.7% | +2.3% |
| 30D | -12.7% | -29.5% | +16.8% | +1.4% |
| 3M | -17.2% | -37.3% | +20.1% | +1.1% |
| 6M | -1.3% | -44.1% | +42.8% | +25.7% |
| YTD | +40.8% | +29.3% | +11.5% | +14.7% |
| 1Y | +45.2% | +24.2% | +21.1% | +20.0% |
| 3Y | +131.8% | +297.3% | -165.5% | +4.6% |
| 5Y | +84.0% | +446.2% | -362.2% | -29.4% |
| All | +1,559.3% | +637.8% | +921.4% | +415.7% |
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