+128.9%
ASML vs FND
-36.7%
+165.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | -9.0% | +7.7% | -16.7% | -11.2% |
| 30D | -21.0% | +11.9% | -32.8% | -23.9% |
| 3M | -16.3% | -14.6% | -1.7% | -12.8% |
| 6M | -7.5% | +0.5% | -8.0% | -9.9% |
| YTD | +34.0% | -15.8% | +49.8% | +36.9% |
| 1Y | +39.3% | -12.9% | +52.2% | +40.3% |
| 3Y | +128.9% | -34.2% | +163.0% | +149.3% |
| All | +128.9% | -36.7% | +165.6% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling