+67.7%
ASML vs FN
+148.3%
-80.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +4.9% | -3.9% |
| 7D | -19.0% | -16.0% | -3.1% | -13.8% |
| 30D | -25.9% | -40.1% | +14.2% | -10.7% |
| 3M | -19.1% | -43.9% | +24.8% | -1.6% |
| 6M | -5.7% | -55.6% | +49.9% | +22.8% |
| YTD | +27.6% | -35.7% | +63.2% | +39.5% |
| 1Y | +30.8% | -39.8% | +70.6% | +45.5% |
| 3Y | +116.2% | +80.3% | +36.0% | +34.7% |
| 5Y | +67.7% | +143.3% | -75.6% | -21.7% |
| All | +67.7% | +148.3% | -80.6% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling