+86.2%
ASML vs FRSH
-72.1%
+158.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +2.5% | -8.9% | +11.4% | +4.5% |
| 30D | -12.2% | -13.2% | +1.0% | -9.8% |
| 3M | -14.6% | +0.9% | -15.5% | -15.6% |
| 6M | -1.7% | +40.3% | -42.1% | -11.2% |
| YTD | +44.3% | -1.4% | +45.7% | +40.2% |
| 1Y | +51.0% | +3.8% | +47.2% | +44.3% |
| 3Y | +137.6% | -30.8% | +168.4% | +141.9% |
| 5Y | +92.7% | -68.5% | +161.3% | +95.6% |
| All | +86.2% | -72.1% | +158.3% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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