+164.9%
ASML vs FND
-49.4%
+214.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.6% |
| 7D | +1.1% | -5.2% | +6.3% | +2.7% |
| 30D | +2.2% | -19.9% | +22.1% | +9.2% |
| 3M | -2.3% | +2.7% | -5.0% | -4.8% |
| 6M | +23.0% | -21.7% | +44.6% | +30.2% |
| YTD | +61.1% | -17.5% | +78.6% | +66.5% |
| 1Y | +129.1% | -39.3% | +168.4% | +160.8% |
| All | +164.9% | -49.4% | +214.4% | +209.7% |
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