+47.5%
ASML vs FLR
+8.4%
+39.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +4.9% | +5.4% | -0.4% | +2.1% |
| 30D | -9.3% | +2.8% | -12.1% | -10.4% |
| 3M | -19.0% | -6.4% | -12.6% | -16.8% |
| 6M | -5.2% | +8.8% | -14.0% | -10.1% |
| YTD | +40.6% | +23.6% | +17.0% | +14.2% |
| 1Y | +47.5% | +13.8% | +33.7% | +26.1% |
| All | +47.5% | +8.4% | +39.1% | +26.1% |
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