+1,875.0%
ASML vs FTV
+90.8%
+1,784.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.8% |
| 7D | +1.1% | -4.5% | +5.6% | +4.2% |
| 30D | +2.2% | -7.1% | +9.2% | +7.3% |
| 3M | -2.3% | -7.2% | +4.9% | +1.7% |
| 6M | +23.0% | -1.5% | +24.5% | +22.4% |
| YTD | +61.1% | +3.5% | +57.6% | +51.8% |
| 1Y | +129.1% | +20.3% | +108.8% | +92.1% |
| 3Y | +165.4% | -3.1% | +168.5% | +159.6% |
| 5Y | +109.5% | +2.3% | +107.1% | +96.1% |
| 10Y | +1,645.7% | +76.3% | +1,569.4% | +1,105.2% |
| All | +1,875.0% | +90.8% | +1,784.2% | +1,237.9% |
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 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