+164.9%
ASML vs USFR
+14.1%
+150.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.5% |
| 30D | +2.2% | +0.3% | +1.9% | +4.4% |
| 3M | -2.3% | +1.0% | -3.3% | +4.4% |
| 6M | +23.0% | +1.9% | +21.0% | +36.2% |
| YTD | +61.1% | +2.6% | +58.4% | +81.6% |
| 1Y | +129.1% | +4.0% | +125.1% | +168.7% |
| All | +164.9% | +14.1% | +150.8% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling