+1,464.5%
ASML vs FTV
+119.2%
+1,345.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -6.4% |
| 7D | -19.0% | -0.6% | -18.4% | -18.6% |
| 30D | -25.9% | +13.0% | -38.9% | -31.9% |
| 3M | -19.1% | +6.8% | -25.8% | -22.9% |
| 6M | -5.7% | +8.0% | -13.8% | -11.8% |
| YTD | +27.6% | +18.9% | +8.7% | +9.1% |
| 1Y | +30.8% | +30.8% | 0.0% | +3.8% |
| 3Y | +116.2% | +33.4% | +82.9% | +68.9% |
| 5Y | +67.7% | +12.7% | +55.0% | +46.3% |
| 10Y | +1,355.3% | +111.6% | +1,243.8% | +800.4% |
| All | +1,464.5% | +119.2% | +1,345.3% | +861.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling