+1,504.8%
ASML vs XBI
+155.2%
+1,349.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +4.4% |
| 7D | -0.8% | +3.2% | -4.0% | -2.5% |
| 30D | -14.9% | +2.0% | -16.9% | -15.8% |
| 3M | -13.0% | -0.3% | -12.7% | -13.3% |
| 6M | -4.7% | +16.6% | -21.3% | -13.6% |
| YTD | +42.3% | +28.8% | +13.5% | +21.5% |
| 1Y | +49.7% | +44.6% | +5.1% | +19.1% |
| 3Y | +144.3% | +137.1% | +7.2% | +41.3% |
| 5Y | +86.4% | +22.8% | +63.6% | +54.5% |
| 10Y | +1,504.8% | +149.4% | +1,355.4% | +830.6% |
| All | +1,504.8% | +155.2% | +1,349.7% | +830.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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