+1,395.4%
ASML vs USFD
+369.7%
+1,025.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +3.0% | -12.0% | -10.1% |
| 30D | -21.0% | +11.1% | -32.0% | -24.0% |
| 3M | -16.3% | -0.3% | -16.0% | -16.6% |
| 6M | -7.5% | +15.9% | -23.4% | -13.1% |
| YTD | +34.0% | +41.6% | -7.6% | +16.8% |
| 1Y | +39.3% | +49.4% | -10.1% | +18.9% |
| 3Y | +128.9% | +157.8% | -29.0% | +61.3% |
| 5Y | +76.1% | +176.6% | -100.5% | +19.6% |
| All | +1,395.4% | +369.7% | +1,025.7% | +702.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling