+1,395.4%
ASML vs FTV
+109.5%
+1,285.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | -21.0% | +15.7% | -36.6% | -28.6% |
| 3M | -16.3% | +7.5% | -23.8% | -20.7% |
| 6M | -7.5% | +8.5% | -16.0% | -13.8% |
| YTD | +34.0% | +18.8% | +15.2% | +14.4% |
| 1Y | +39.3% | +28.5% | +10.7% | +11.6% |
| 3Y | +128.9% | +34.0% | +94.9% | +77.3% |
| 5Y | +76.1% | +12.6% | +63.5% | +53.2% |
| All | +1,395.4% | +109.5% | +1,285.9% | +865.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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