+1,021.9%
ASML vs FND
+70.1%
+951.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -8.1% |
| 7D | -19.0% | +2.2% | -21.3% | -19.9% |
| 30D | -25.9% | +9.6% | -35.5% | -28.8% |
| 3M | -19.1% | -17.9% | -1.2% | -14.4% |
| 6M | -5.7% | +6.6% | -12.3% | -10.3% |
| YTD | +27.6% | -15.5% | +43.1% | +30.5% |
| 1Y | +30.8% | -16.2% | +47.0% | +33.7% |
| 3Y | +116.2% | -36.3% | +152.5% | +132.3% |
| 5Y | +67.7% | -61.4% | +129.1% | +103.8% |
| All | +1,021.9% | +70.1% | +951.7% | +768.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling