+1,323.9%
ASML vs FN
+663.9%
+660.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +4.9% | -3.8% |
| 7D | -19.0% | -16.0% | -3.1% | -13.8% |
| 30D | -25.9% | -40.1% | +14.2% | -10.5% |
| 3M | -19.1% | -43.9% | +24.8% | -1.4% |
| 6M | -5.7% | -55.6% | +49.9% | +23.2% |
| YTD | +27.6% | -35.7% | +63.2% | +39.9% |
| 1Y | +30.8% | -39.8% | +70.6% | +45.9% |
| 3Y | +116.2% | +80.3% | +36.0% | +39.5% |
| 5Y | +67.7% | +143.3% | -75.6% | -9.5% |
| All | +1,323.9% | +663.9% | +660.0% | +398.2% |
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