+46.0%
ASML vs XEL
+2.1%
+44.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.9% | +1.7% | -4.6% | -2.5% |
| 30D | -15.2% | +8.6% | -23.8% | -14.2% |
| 3M | -12.9% | +5.1% | -18.0% | -12.4% |
| 6M | -5.0% | +2.5% | -7.5% | -4.9% |
| YTD | +41.8% | +11.0% | +30.8% | +42.8% |
| 1Y | +46.0% | +2.7% | +43.3% | +43.6% |
| All | +46.0% | +2.1% | +44.0% | +43.6% |
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