+46.6%
ASML vs FLEX
+21.6%
+25.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.8% | +1.2% |
| 7D | -0.8% | -7.2% | +6.3% | +1.7% |
| 30D | -14.9% | -34.8% | +19.9% | 0.0% |
| 3M | -13.0% | -35.6% | +22.6% | +2.4% |
| 6M | -4.7% | -45.0% | +40.3% | +18.6% |
| YTD | +42.3% | +29.4% | +12.9% | +19.0% |
| All | +46.6% | +21.6% | +25.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling