+30,353.0%
ASML vs FLUT
+2,054.3%
+28,298.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +2.2% | +7.7% | -5.6% | +1.6% |
| 3M | -2.3% | -0.7% | -1.6% | -2.6% |
| 6M | +23.0% | -11.2% | +34.1% | +23.4% |
| YTD | +61.1% | -53.4% | +114.5% | +68.5% |
| 1Y | +129.1% | -65.8% | +194.9% | +144.4% |
| 3Y | +165.4% | -44.9% | +210.3% | +174.2% |
| 5Y | +109.5% | -49.7% | +159.2% | +112.8% |
| 10Y | +1,645.7% | -9.7% | +1,655.4% | +1,683.4% |
| All | +30,353.0% | +2,054.3% | +28,298.8% | +36,379.7% |
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 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