+46.6%
ASML vs FLUT
-63.7%
+110.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.9% | +6.2% |
| 7D | -0.8% | -6.5% | +5.6% | -1.2% |
| 30D | -14.9% | +2.8% | -17.7% | -14.7% |
| 3M | -13.0% | -13.5% | +0.5% | -12.8% |
| 6M | -4.7% | -19.0% | +14.3% | -5.1% |
| YTD | +42.3% | -61.9% | +104.2% | +61.1% |
| All | +46.6% | -63.7% | +110.2% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling