+86.4%
ASML vs FTV
+16.4%
+70.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.2% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -14.9% | +17.2% | -32.1% | -24.6% |
| 3M | -13.0% | +8.9% | -21.8% | -18.7% |
| 6M | -4.7% | +11.3% | -16.0% | -13.5% |
| YTD | +42.3% | +21.9% | +20.4% | +16.1% |
| 1Y | +49.7% | +31.6% | +18.2% | +13.2% |
| 3Y | +144.3% | +38.1% | +106.2% | +70.9% |
| 5Y | +86.4% | +15.7% | +70.7% | +40.2% |
| All | +86.4% | +16.4% | +70.0% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling