+75.5%
ASML vs XBI
+16.4%
+59.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.5% | +3.6% |
| 7D | -9.0% | -2.4% | -6.6% | -7.6% |
| 30D | -21.0% | +1.3% | -22.3% | -21.5% |
| 3M | -16.3% | -1.5% | -14.8% | -16.1% |
| 6M | -7.5% | +10.7% | -18.2% | -13.5% |
| YTD | +34.0% | +25.0% | +9.0% | +16.9% |
| 1Y | +39.3% | +39.9% | -0.6% | +13.7% |
| 3Y | +128.9% | +119.2% | +9.7% | +40.7% |
| All | +75.5% | +16.4% | +59.1% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling