+39.3%
ASML vs FLUT
-62.4%
+101.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.6% | +4.9% |
| 7D | -9.0% | -1.1% | -7.9% | -9.0% |
| 30D | -21.0% | +7.7% | -28.7% | -20.7% |
| 3M | -16.3% | -12.2% | -4.1% | -16.2% |
| 6M | -7.5% | -17.6% | +10.0% | -8.2% |
| YTD | +34.0% | -62.0% | +96.0% | +50.6% |
| 1Y | +39.3% | -62.3% | +101.5% | +56.3% |
| All | +39.3% | -62.4% | +101.7% | +56.3% |
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