+67.7%
ASML vs FTI
+732.9%
-665.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.0% |
| 7D | -19.0% | -8.0% | -11.0% | -16.9% |
| 30D | -25.9% | -11.9% | -14.1% | -23.1% |
| 3M | -19.1% | -11.0% | -8.0% | -16.3% |
| 6M | -5.7% | -17.8% | +12.1% | -0.6% |
| YTD | +27.6% | +38.5% | -10.9% | +15.3% |
| 1Y | +30.8% | +45.9% | -15.2% | +16.3% |
| 3Y | +116.2% | +181.8% | -65.6% | +56.2% |
| 5Y | +67.7% | +748.6% | -681.0% | -17.5% |
| All | +67.7% | +732.9% | -665.2% | -17.5% |
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