+1.1%
ASML vs FPS
-30.0%
+31.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.9% | +9.5% | -2.8% |
| 7D | -19.0% | -35.8% | +16.7% | -6.7% |
| 30D | -25.9% | -56.0% | +30.0% | -3.8% |
| 3M | -19.1% | -52.7% | +33.6% | +1.4% |
| 6M | -5.7% | -56.6% | +50.9% | +21.9% |
| All | +1.1% | -30.0% | +31.1% | +13.9% |
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