+140.0%
ASML vs XEL
+52.1%
+87.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +2.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.7% |
| 30D | -12.2% | +9.3% | -21.6% | -10.2% |
| 3M | -14.6% | +5.3% | -19.9% | -13.5% |
| 6M | -1.7% | +2.2% | -3.9% | -1.0% |
| YTD | +44.3% | +12.3% | +32.0% | +49.3% |
| 1Y | +51.0% | +3.0% | +48.0% | +52.5% |
| All | +140.0% | +52.1% | +87.9% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling