+47.5%
ASML vs FND
-24.7%
+72.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +4.9% | -6.8% | +11.8% | +6.6% |
| 30D | -9.3% | +8.0% | -17.2% | -11.0% |
| 3M | -19.0% | -18.9% | -0.1% | -14.5% |
| 6M | -5.2% | +4.7% | -9.9% | -9.6% |
| YTD | +40.6% | -21.6% | +62.2% | +42.7% |
| 1Y | +47.5% | -22.0% | +69.5% | +49.8% |
| All | +47.5% | -24.7% | +72.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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