+1,559.3%
ASML vs FTI
+183.5%
+1,375.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +10.4% | +5.4% | +4.9% | +8.9% |
| 30D | -12.7% | -8.2% | -4.5% | -10.8% |
| 3M | -17.2% | -13.7% | -3.5% | -14.1% |
| 6M | -1.3% | -11.2% | +9.9% | +1.4% |
| YTD | +40.8% | +46.0% | -5.2% | +27.6% |
| 1Y | +45.2% | +51.8% | -6.6% | +30.2% |
| 3Y | +131.8% | +206.7% | -74.9% | +72.0% |
| 5Y | +84.0% | +862.0% | -778.0% | +0.1% |
| All | +1,559.3% | +183.5% | +1,375.8% | +900.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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