+86.4%
ASML vs FLR
+116.5%
-30.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.3% | -2.1% | +3.1% |
| 7D | -0.8% | +8.5% | -9.4% | -3.7% |
| 30D | -14.9% | -0.7% | -14.2% | -14.5% |
| 3M | -13.0% | -11.7% | -1.3% | -9.2% |
| 6M | -4.7% | +16.2% | -20.9% | -10.1% |
| YTD | +42.3% | +27.0% | +15.3% | +29.0% |
| 1Y | +49.7% | +10.1% | +39.6% | +42.3% |
| 3Y | +144.3% | +46.2% | +98.1% | +93.8% |
| 5Y | +86.4% | +121.4% | -35.1% | +27.5% |
| All | +86.4% | +116.5% | -30.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling