+1,582.8%
ASML vs FTV
+107.5%
+1,475.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -0.7% | +3.2% | +3.3% |
| 30D | -12.2% | +18.3% | -30.6% | -21.9% |
| 3M | -14.6% | +10.2% | -24.8% | -20.4% |
| 6M | -1.7% | +12.8% | -14.6% | -10.8% |
| YTD | +44.3% | +23.4% | +20.9% | +20.1% |
| 1Y | +51.0% | +31.4% | +19.6% | +19.4% |
| 3Y | +137.6% | +38.7% | +98.9% | +79.8% |
| 5Y | +92.7% | +18.6% | +74.1% | +62.1% |
| 10Y | +1,582.8% | +110.1% | +1,472.7% | +930.0% |
| All | +1,582.8% | +107.5% | +1,475.3% | +930.0% |
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