+1,794.1%
ASML vs USFD
+329.0%
+1,465.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -3.0% | +4.1% | +2.1% |
| 30D | +2.2% | +3.5% | -1.3% | +0.9% |
| 3M | -2.3% | +26.6% | -28.9% | -10.4% |
| 6M | +23.0% | +11.7% | +11.3% | +17.6% |
| YTD | +61.1% | +38.1% | +22.9% | +42.3% |
| 1Y | +129.1% | +33.4% | +95.7% | +104.1% |
| 3Y | +165.4% | +155.8% | +9.5% | +88.1% |
| 5Y | +109.5% | +214.0% | -104.6% | +38.2% |
| 10Y | +1,645.7% | +320.4% | +1,325.4% | +820.4% |
| All | +1,794.1% | +329.0% | +1,465.1% | +899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling