+26,506.5%
ASML vs FLUT
+1,660.0%
+24,846.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.5% |
| 7D | -10.0% | +4.2% | -14.2% | -10.3% |
| 30D | -19.4% | +8.0% | -27.4% | -19.9% |
| 3M | -12.5% | -22.1% | +9.6% | -11.3% |
| 6M | +8.2% | -21.7% | +29.9% | +9.2% |
| YTD | +40.7% | -62.0% | +102.7% | +48.9% |
| 1Y | +46.1% | -63.2% | +109.3% | +54.8% |
| 3Y | +138.5% | -52.1% | +190.6% | +148.6% |
| 5Y | +84.2% | -52.9% | +137.1% | +89.0% |
| 10Y | +1,505.1% | -26.2% | +1,531.4% | +1,557.9% |
| All | +26,506.5% | +1,660.0% | +24,846.5% | +32,124.3% |
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