+75.5%
ASML vs XEL
+46.6%
+28.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.1% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | -21.0% | +10.0% | -31.0% | -21.5% |
| 3M | -16.3% | +4.3% | -20.6% | -16.6% |
| 6M | -7.5% | +0.5% | -8.0% | -7.7% |
| YTD | +34.0% | +10.4% | +23.6% | +32.5% |
| 1Y | +39.3% | +2.0% | +37.3% | +38.7% |
| 3Y | +128.9% | +45.6% | +83.3% | +116.1% |
| All | +75.5% | +46.6% | +28.9% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling