+129.1%
ASML vs FN
+17.1%
+112.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +3.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.7% |
| 30D | +2.2% | -22.0% | +24.2% | +10.0% |
| 3M | -2.3% | -43.0% | +40.7% | +16.2% |
| 6M | +23.0% | -27.7% | +50.7% | +31.5% |
| YTD | +61.1% | -10.5% | +71.6% | +58.6% |
| 1Y | +129.1% | +12.5% | +116.6% | +98.1% |
| All | +129.1% | +17.1% | +112.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling