+1,395.4%
ASML vs FLR
+11.0%
+1,384.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +4.2% |
| 7D | -9.0% | -0.8% | -8.2% | -8.7% |
| 30D | -21.0% | -9.1% | -11.8% | -19.0% |
| 3M | -16.3% | -4.7% | -11.6% | -15.7% |
| 6M | -7.5% | -14.2% | +6.7% | -4.8% |
| YTD | +34.0% | +17.3% | +16.7% | +28.9% |
| 1Y | +39.3% | +4.3% | +35.0% | +37.3% |
| 3Y | +128.9% | +30.7% | +98.1% | +109.1% |
| 5Y | +76.1% | +101.3% | -25.2% | +46.2% |
| All | +1,395.4% | +11.0% | +1,384.4% | +1,165.9% |
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