+46.0%
ASML vs FTV
+32.5%
+13.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -2.9% | +1.4% | -4.2% | -2.9% |
| 30D | -15.2% | +18.3% | -33.5% | -15.9% |
| 3M | -12.9% | +9.8% | -22.7% | -13.4% |
| 6M | -5.0% | +12.3% | -17.4% | -5.5% |
| YTD | +41.8% | +23.1% | +18.7% | +41.5% |
| 1Y | +46.0% | +32.5% | +13.5% | +50.3% |
| All | +46.0% | +32.5% | +13.6% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling