+24,023.3%
ASML vs FLUT
+1,685.4%
+22,337.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.8% | -9.4% |
| 7D | -19.0% | +4.8% | -23.8% | -19.3% |
| 30D | -25.9% | +8.8% | -34.7% | -26.4% |
| 3M | -19.1% | -10.7% | -8.4% | -18.7% |
| 6M | -5.7% | -19.7% | +14.0% | -5.0% |
| YTD | +27.6% | -61.4% | +89.0% | +34.9% |
| 1Y | +30.8% | -61.6% | +92.4% | +38.2% |
| 3Y | +116.2% | -51.4% | +167.6% | +125.2% |
| 5Y | +67.7% | -51.0% | +118.7% | +71.9% |
| 10Y | +1,355.3% | -25.2% | +1,380.5% | +1,401.7% |
| All | +24,023.3% | +1,685.4% | +22,337.9% | +29,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling