+1,557.1%
ASML vs FLUT
-26.8%
+1,583.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +4.9% | -0.7% | +5.6% | +5.1% |
| 30D | -9.3% | +9.3% | -18.5% | -11.0% |
| 3M | -19.0% | -17.5% | -1.5% | -16.8% |
| 6M | -5.2% | -14.6% | +9.4% | -4.5% |
| YTD | +40.6% | -62.3% | +102.9% | +66.6% |
| 1Y | +47.5% | -59.6% | +107.1% | +72.2% |
| 3Y | +133.9% | -45.3% | +179.2% | +154.8% |
| 5Y | +83.8% | -50.4% | +134.2% | +93.8% |
| All | +1,557.1% | -26.8% | +1,583.9% | +1,678.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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