+93.0%
ASML vs FLNC
-86.0%
+179.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +4.9% | -11.2% | +16.1% | +7.1% |
| 30D | -9.3% | -24.6% | +15.4% | -5.0% |
| 3M | -19.0% | -64.6% | +45.6% | -3.8% |
| 6M | -5.2% | -78.8% | +73.6% | +20.2% |
| YTD | +40.6% | -76.3% | +116.9% | +67.0% |
| 1Y | +47.5% | -71.2% | +118.7% | +67.5% |
| 3Y | +133.9% | -71.9% | +205.8% | +122.8% |
| 5Y | +83.8% | -87.5% | +171.3% | +72.6% |
| All | +93.0% | -86.0% | +179.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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