+108.6%
ASML vs XEL
+28.0%
+80.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | +2.2% | -1.9% | +4.1% | +2.3% |
| 3M | -2.3% | -1.9% | -0.4% | -2.3% |
| 6M | +23.0% | -7.4% | +30.4% | +23.5% |
| YTD | +61.1% | +4.1% | +57.0% | +60.0% |
| 1Y | +129.1% | +8.0% | +121.1% | +126.2% |
| 3Y | +165.4% | +48.4% | +117.0% | +142.9% |
| All | +108.6% | +28.0% | +80.6% | +102.1% |
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