+6,792.4%
ASML vs FLR
+463.7%
+6,328.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.8% | -7.6% |
| 7D | -19.0% | -5.4% | -13.6% | -17.5% |
| 30D | -25.9% | -13.5% | -12.4% | -22.3% |
| 3M | -19.1% | -10.8% | -8.3% | -16.6% |
| 6M | -5.7% | -15.1% | +9.4% | -1.8% |
| YTD | +27.6% | +13.5% | +14.1% | +21.4% |
| 1Y | +30.8% | -5.1% | +35.9% | +31.4% |
| 3Y | +116.2% | +22.7% | +93.5% | +91.2% |
| 5Y | +67.7% | +94.8% | -27.1% | +24.4% |
| 10Y | +1,355.3% | +8.7% | +1,346.6% | +893.9% |
| All | +6,792.4% | +463.7% | +6,328.7% | +2,157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling