+82.7%
ASML vs FTI
+886.2%
-803.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | +4.9% | +4.3% | +0.6% | +3.6% |
| 30D | -9.3% | -4.7% | -4.6% | -8.0% |
| 3M | -19.0% | -13.5% | -5.5% | -15.5% |
| 6M | -5.2% | -8.7% | +3.5% | -3.0% |
| YTD | +40.6% | +49.0% | -8.4% | +24.3% |
| 1Y | +47.5% | +54.0% | -6.5% | +29.1% |
| 3Y | +133.9% | +211.6% | -77.8% | +64.3% |
| All | +82.7% | +886.2% | -803.5% | -11.2% |
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