+164.9%
ASML vs XBI
+103.9%
+61.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.6% |
| 30D | +2.2% | +7.1% | -4.9% | -1.8% |
| 3M | -2.3% | +22.9% | -25.2% | -12.9% |
| 6M | +23.0% | +29.7% | -6.7% | +6.5% |
| YTD | +61.1% | +34.5% | +26.6% | +36.9% |
| 1Y | +129.1% | +76.1% | +53.1% | +69.6% |
| All | +164.9% | +103.9% | +61.1% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling