+75.5%
ASML vs USFR
+21.3%
+54.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.1% |
| 7D | -9.0% | +0.1% | -9.1% | -8.8% |
| 30D | -21.0% | +0.4% | -21.4% | -20.2% |
| 3M | -16.3% | +1.1% | -17.4% | -14.1% |
| 6M | -7.5% | +2.1% | -9.6% | -3.3% |
| YTD | +34.0% | +3.4% | +30.6% | +41.4% |
| 1Y | +39.3% | +4.1% | +35.2% | +47.5% |
| 3Y | +128.9% | +14.4% | +114.4% | +123.6% |
| All | +75.5% | +21.3% | +54.1% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling