+77,094.7%
ASML vs XEL
+1,358.6%
+75,736.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | -19.0% | +1.7% | -20.7% | -19.5% |
| 30D | -25.9% | +10.5% | -36.4% | -28.3% |
| 3M | -19.1% | +4.9% | -24.0% | -20.4% |
| 6M | -5.7% | +0.2% | -6.0% | -6.4% |
| YTD | +27.6% | +11.3% | +16.2% | +22.3% |
| 1Y | +30.8% | +2.1% | +28.7% | +28.7% |
| 3Y | +116.2% | +45.7% | +70.5% | +84.9% |
| 5Y | +67.7% | +47.9% | +19.7% | +41.8% |
| 10Y | +1,355.3% | +170.7% | +1,184.7% | +882.0% |
| All | +77,094.7% | +1,358.6% | +75,736.1% | +35,359.9% |
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