+1,505.1%
ASML vs FN
+789.5%
+715.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -1.3% |
| 7D | -10.0% | -7.0% | -3.0% | -7.9% |
| 30D | -19.4% | -24.7% | +5.3% | -11.1% |
| 3M | -12.5% | -35.7% | +23.2% | +1.2% |
| 6M | +8.2% | -52.4% | +60.6% | +37.4% |
| YTD | +40.7% | -25.0% | +65.7% | +45.4% |
| 1Y | +46.1% | -25.7% | +71.8% | +50.1% |
| 3Y | +138.5% | +110.2% | +28.3% | +44.9% |
| 5Y | +84.2% | +192.3% | -108.2% | -7.5% |
| 10Y | +1,505.1% | +812.3% | +692.9% | +421.7% |
| All | +1,505.1% | +789.5% | +715.7% | +421.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling