+86.4%
ASML vs FTI
+771.0%
-684.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.0% |
| 7D | -0.8% | -4.3% | +3.5% | +0.6% |
| 30D | -14.9% | -8.0% | -6.9% | -12.7% |
| 3M | -13.0% | -8.0% | -4.9% | -10.9% |
| 6M | -4.7% | -8.7% | +4.0% | -2.5% |
| YTD | +42.3% | +43.9% | -1.6% | +27.2% |
| 1Y | +49.7% | +49.8% | -0.1% | +32.1% |
| 3Y | +144.3% | +211.7% | -67.4% | +71.8% |
| 5Y | +86.4% | +781.6% | -695.2% | -8.0% |
| All | +86.4% | +771.0% | -684.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling