+80,969.6%
ASML vs XEL
+1,345.9%
+79,623.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.3% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | -21.0% | +10.0% | -31.0% | -23.4% |
| 3M | -16.3% | +4.3% | -20.6% | -17.6% |
| 6M | -7.5% | +0.5% | -8.0% | -8.2% |
| YTD | +34.0% | +10.4% | +23.6% | +28.8% |
| 1Y | +39.3% | +2.0% | +37.3% | +37.1% |
| 3Y | +128.9% | +45.6% | +83.3% | +95.6% |
| 5Y | +76.1% | +46.6% | +29.4% | +49.3% |
| 10Y | +1,428.4% | +168.3% | +1,260.1% | +933.9% |
| All | +80,969.6% | +1,345.9% | +79,623.7% | +37,233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling