-1.8%
ASML vs XE
-65.4%
+63.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +15.9% | -10.9% | +2.1% |
| 7D | -9.0% | -4.6% | -4.4% | -8.5% |
| 30D | -21.0% | -27.5% | +6.6% | -17.4% |
| 3M | -16.3% | -49.9% | +33.6% | -8.3% |
| 6M | -7.5% | -67.2% | +59.7% | +5.4% |
| All | -1.8% | -65.4% | +63.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling