-19.1%
ASML vs XE
-51.0%
+32.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.4% | +1.1% | -7.1% |
| 7D | -19.0% | -23.1% | +4.0% | -14.9% |
| 30D | -25.9% | -41.7% | +15.8% | -19.9% |
| 3M | -19.1% | -52.8% | +33.7% | -10.3% |
| All | -19.1% | -51.0% | +32.0% | -10.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling