+75.5%
ASML vs FLUT
-50.5%
+126.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.6% | +5.4% |
| 7D | -9.0% | -1.1% | -7.9% | -9.0% |
| 30D | -21.0% | +7.7% | -28.7% | -22.9% |
| 3M | -16.3% | -12.2% | -4.1% | -14.6% |
| 6M | -7.5% | -17.6% | +10.0% | -5.8% |
| YTD | +34.0% | -62.0% | +96.0% | +72.9% |
| 1Y | +39.3% | -62.3% | +101.5% | +79.0% |
| 3Y | +128.9% | -52.0% | +180.8% | +163.0% |
| All | +75.5% | -50.5% | +126.0% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling