+45.2%
ASML vs FLR
+8.5%
+36.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.3% |
| 7D | +10.4% | +10.1% | +0.3% | +5.1% |
| 30D | -12.7% | -0.5% | -12.3% | -12.5% |
| 3M | -17.2% | -4.8% | -12.4% | -15.7% |
| 6M | -1.3% | +10.7% | -12.0% | -7.1% |
| YTD | +40.8% | +25.0% | +15.8% | +15.3% |
| 1Y | +45.2% | +8.3% | +36.9% | +27.8% |
| All | +45.2% | +8.5% | +36.7% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling