+47.5%
ASML vs XEL
+4.2%
+43.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +4.9% | +2.4% | +2.5% | +5.4% |
| 30D | -9.3% | +8.3% | -17.6% | -8.1% |
| 3M | -19.0% | +4.2% | -23.1% | -18.6% |
| 6M | -5.2% | +3.7% | -8.9% | -4.8% |
| YTD | +40.6% | +13.1% | +27.6% | +41.8% |
| 1Y | +47.5% | +5.0% | +42.5% | +44.5% |
| All | +47.5% | +4.2% | +43.3% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling