+108.6%
ASML vs FLUT
-50.4%
+158.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | +2.2% | +7.7% | -5.6% | -0.3% |
| 3M | -2.3% | -0.7% | -1.6% | -3.9% |
| 6M | +23.0% | -11.2% | +34.1% | +24.3% |
| YTD | +61.1% | -53.4% | +114.5% | +98.6% |
| 1Y | +129.1% | -65.8% | +194.9% | +210.5% |
| 3Y | +165.4% | -44.9% | +210.3% | +196.8% |
| All | +108.6% | -50.4% | +158.9% | +118.7% |
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