+117.9%
ASML vs FTV
+33.3%
+84.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -7.0% |
| 7D | -19.0% | -0.6% | -18.4% | -18.7% |
| 30D | -25.9% | +13.0% | -38.9% | -30.7% |
| 3M | -19.1% | +6.8% | -25.8% | -21.9% |
| 6M | -5.7% | +8.0% | -13.8% | -10.5% |
| YTD | +27.6% | +18.9% | +8.7% | +11.7% |
| 1Y | +30.8% | +30.8% | 0.0% | +5.4% |
| All | +117.9% | +33.3% | +84.6% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling