+1,534.9%
ASML vs XEL
+176.3%
+1,358.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | -15.2% | +8.6% | -23.8% | -16.8% |
| 3M | -12.9% | +5.1% | -18.0% | -13.9% |
| 6M | -5.0% | +2.5% | -7.5% | -5.9% |
| YTD | +41.8% | +11.0% | +30.8% | +37.6% |
| 1Y | +46.0% | +2.7% | +43.3% | +44.2% |
| 3Y | +133.5% | +49.7% | +83.7% | +104.0% |
| 5Y | +93.0% | +46.1% | +46.9% | +69.8% |
| 10Y | +1,534.9% | +181.5% | +1,353.4% | +1,262.3% |
| All | +1,534.9% | +176.3% | +1,358.7% | +1,262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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