+86.4%
ASML vs FND
-60.4%
+146.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +4.7% |
| 7D | -0.8% | +8.5% | -9.4% | -4.1% |
| 30D | -14.9% | +17.2% | -32.1% | -20.3% |
| 3M | -13.0% | -14.9% | +2.0% | -8.5% |
| 6M | -4.7% | +3.1% | -7.8% | -8.6% |
| YTD | +42.3% | -12.4% | +54.7% | +43.9% |
| 1Y | +49.7% | -10.0% | +59.7% | +49.1% |
| 3Y | +144.3% | -31.3% | +175.6% | +152.0% |
| 5Y | +86.4% | -60.3% | +146.7% | +137.9% |
| All | +86.4% | -60.4% | +146.8% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling