+1,504.8%
ASML vs FLR
+17.5%
+1,487.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.3% | -2.1% | +4.3% |
| 7D | -0.8% | +8.5% | -9.4% | -2.6% |
| 30D | -14.9% | -0.7% | -14.2% | -14.6% |
| 3M | -13.0% | -11.7% | -1.3% | -10.5% |
| 6M | -4.7% | +16.2% | -20.9% | -7.9% |
| YTD | +42.3% | +27.0% | +15.3% | +34.3% |
| 1Y | +49.7% | +10.1% | +39.6% | +45.7% |
| 3Y | +144.3% | +46.2% | +98.1% | +117.6% |
| 5Y | +86.4% | +121.4% | -35.1% | +51.3% |
| 10Y | +1,504.8% | +11.0% | +1,493.9% | +1,233.8% |
| All | +1,504.8% | +17.5% | +1,487.3% | +1,233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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