+127.5%
ASML vs FLNC
-67.0%
+194.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | +1.7% |
| 7D | +6.0% | +6.0% | 0.0% | +4.9% |
| 30D | +1.4% | -16.3% | +17.7% | +4.4% |
| 3M | +1.0% | -54.1% | +55.2% | +14.8% |
| 6M | +37.0% | -25.3% | +62.3% | +37.4% |
| YTD | +65.8% | -44.2% | +109.9% | +70.9% |
| 1Y | +123.1% | +53.1% | +70.0% | +82.6% |
| 3Y | +188.2% | -58.3% | +246.5% | +163.1% |
| All | +127.5% | -67.0% | +194.5% | +84.0% |
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