+4.3%
ASML vs XE
-62.9%
+67.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.8% | +4.9% |
| 7D | -0.8% | +7.6% | -8.5% | -2.4% |
| 30D | -14.9% | -18.6% | +3.7% | -12.7% |
| 3M | -13.0% | -50.7% | +37.8% | -4.6% |
| 6M | -4.7% | -63.0% | +58.3% | +6.6% |
| All | +4.3% | -62.9% | +67.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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