+6,686.0%
ASML vs XBI
+875.6%
+5,810.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| YTD | +34.0% | +25.0% | +9.0% | +17.2% |
| 1Y | +39.3% | +39.9% | -0.6% | +14.0% |
| 3Y | +128.9% | +119.2% | +9.7% | +42.2% |
| 5Y | +76.1% | +16.6% | +59.4% | +51.0% |
| 10Y | +1,428.4% | +181.3% | +1,247.1% | +669.2% |
| All | +6,686.0% | +875.6% | +5,810.3% | +945.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling