+164.9%
ASML vs FLUT
-44.8%
+209.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.6% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +2.2% | +7.7% | -5.6% | +0.3% |
| 3M | -2.3% | -0.7% | -1.6% | -3.6% |
| 6M | +23.0% | -11.2% | +34.1% | +24.3% |
| YTD | +61.1% | -53.4% | +114.5% | +95.6% |
| 1Y | +129.1% | -65.8% | +194.9% | +204.6% |
| All | +164.9% | -44.8% | +209.7% | +187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling