+128.9%
ASML vs FLEX
+254.3%
-125.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.5% | +2.9% |
| 7D | -9.0% | -19.3% | +10.3% | -0.1% |
| 30D | -21.0% | -41.5% | +20.6% | -0.3% |
| 3M | -16.3% | -43.1% | +26.8% | +6.4% |
| 6M | -7.5% | -48.2% | +40.7% | +21.5% |
| YTD | +34.0% | +15.5% | +18.5% | +13.9% |
| 1Y | +39.3% | +10.2% | +29.1% | +20.5% |
| 3Y | +128.9% | +256.8% | -128.0% | +9.1% |
| All | +128.9% | +254.3% | -125.5% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling