+791.5%
ASML vs FOXA
+96.5%
+695.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -15.2% | +7.9% | -23.1% | -17.4% |
| 3M | -12.9% | +6.7% | -19.6% | -15.3% |
| 6M | -5.0% | +7.5% | -12.6% | -9.3% |
| YTD | +41.8% | -6.9% | +48.7% | +42.0% |
| 1Y | +46.0% | +2.2% | +43.8% | +41.0% |
| 3Y | +133.5% | +131.4% | +2.1% | +63.9% |
| 5Y | +93.0% | +76.2% | +16.8% | +47.6% |
| All | +791.5% | +96.5% | +695.0% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling