+82.7%
ASML vs XBI
+19.4%
+63.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +4.9% | -1.1% | +6.0% | +5.7% |
| 30D | -9.3% | +2.6% | -11.8% | -10.4% |
| 3M | -19.0% | -4.0% | -15.0% | -17.5% |
| 6M | -5.2% | +10.9% | -16.1% | -11.4% |
| YTD | +40.6% | +23.6% | +17.0% | +23.6% |
| 1Y | +47.5% | +35.1% | +12.4% | +23.0% |
| 3Y | +133.9% | +125.2% | +8.7% | +41.9% |
| All | +82.7% | +19.4% | +63.3% | +49.4% |
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