+108.6%
ASML vs FTV
+2.3%
+106.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.9% |
| 7D | +1.1% | -4.5% | +5.6% | +4.6% |
| 30D | +2.2% | -7.1% | +9.2% | +8.0% |
| 3M | -2.3% | -7.2% | +4.9% | +2.1% |
| 6M | +23.0% | -1.5% | +24.5% | +21.9% |
| YTD | +61.1% | +3.5% | +57.6% | +49.2% |
| 1Y | +129.1% | +20.3% | +108.8% | +82.7% |
| 3Y | +165.4% | -3.1% | +168.5% | +156.2% |
| All | +108.6% | +2.3% | +106.3% | +67.9% |
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