+30.8%
ASML vs FLUT
-62.5%
+93.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.8% | -9.3% |
| 7D | -19.0% | +4.8% | -23.8% | -18.8% |
| 30D | -25.9% | +8.8% | -34.7% | -25.7% |
| 3M | -19.1% | -10.7% | -8.4% | -18.9% |
| 6M | -5.7% | -19.7% | +14.0% | -5.8% |
| YTD | +27.6% | -61.4% | +89.0% | +43.2% |
| 1Y | +30.8% | -61.6% | +92.4% | +46.5% |
| All | +30.8% | -62.5% | +93.2% | +46.5% |
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