+83.9%
ASML vs FLNC
-84.3%
+168.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.6% | +4.4% |
| 7D | -9.0% | -7.9% | -1.1% | -7.9% |
| 30D | -21.0% | -31.3% | +10.3% | -15.9% |
| 3M | -16.3% | -60.1% | +43.8% | -2.6% |
| 6M | -7.5% | -61.1% | +53.6% | +3.6% |
| YTD | +34.0% | -73.4% | +107.3% | +56.0% |
| 1Y | +39.3% | -73.4% | +112.7% | +60.0% |
| 3Y | +128.9% | -71.9% | +200.8% | +119.4% |
| 5Y | +76.1% | -84.7% | +160.7% | +60.6% |
| All | +83.9% | -84.3% | +168.1% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling