+67.7%
ASML vs USFR
+21.3%
+46.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.4% | -9.3% |
| 7D | -19.0% | +0.1% | -19.1% | -18.8% |
| 30D | -25.9% | +0.4% | -26.3% | -25.3% |
| 3M | -19.1% | +1.1% | -20.1% | -16.9% |
| 6M | -5.7% | +2.0% | -7.8% | -1.5% |
| YTD | +27.6% | +3.4% | +24.2% | +34.6% |
| 1Y | +30.8% | +4.1% | +26.7% | +38.4% |
| 3Y | +116.2% | +14.4% | +101.8% | +111.2% |
| 5Y | +67.7% | +21.3% | +46.3% | +58.4% |
| All | +67.7% | +21.3% | +46.3% | +58.4% |
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 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