+108.6%
ASML vs FLEX
+657.3%
-548.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.6% |
| 30D | +2.2% | -10.1% | +12.3% | +7.7% |
| 3M | -2.3% | -31.3% | +29.0% | +17.3% |
| 6M | +23.0% | +71.3% | -48.3% | -15.3% |
| YTD | +61.1% | +81.2% | -20.2% | +6.3% |
| 1Y | +129.1% | +98.5% | +30.6% | +41.1% |
| 3Y | +165.4% | +428.2% | -262.9% | -18.9% |
| All | +108.6% | +657.3% | -548.7% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling