+1,644.6%
ASML vs USFR
+28.0%
+1,616.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +2.2% | +0.3% | +1.9% | +2.2% |
| 3M | -2.3% | +1.0% | -3.3% | -2.2% |
| 6M | +23.0% | +1.9% | +21.0% | +23.0% |
| YTD | +61.1% | +2.6% | +58.4% | +61.0% |
| 1Y | +129.1% | +4.0% | +125.1% | +128.6% |
| 3Y | +165.4% | +14.1% | +151.3% | +156.5% |
| 5Y | +109.5% | +20.4% | +89.0% | +98.4% |
| All | +1,644.6% | +28.0% | +1,616.6% | +1,575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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