+67.7%
ASML vs FLUT
-52.8%
+120.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.8% | -9.7% |
| 7D | -19.0% | +4.8% | -23.8% | -20.2% |
| 30D | -25.9% | +8.8% | -34.7% | -27.9% |
| 3M | -19.1% | -10.7% | -8.4% | -17.7% |
| 6M | -5.7% | -19.7% | +14.0% | -3.2% |
| YTD | +27.6% | -61.4% | +89.0% | +64.0% |
| 1Y | +30.8% | -61.6% | +92.4% | +67.4% |
| 3Y | +116.2% | -51.4% | +167.6% | +147.9% |
| 5Y | +67.7% | -51.0% | +118.7% | +60.4% |
| All | +67.7% | -52.8% | +120.4% | +60.4% |
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