+11.6%
ASML vs FPS
-14.8%
+26.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.8% | +7.4% | +0.9% |
| 7D | +10.4% | +21.6% | -11.3% | +2.2% |
| 30D | -12.7% | -38.8% | +26.0% | +0.4% |
| 3M | -17.2% | -42.1% | +24.9% | -4.0% |
| 6M | -1.3% | -48.5% | +47.2% | +19.3% |
| All | +11.6% | -14.8% | +26.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling