+1,395.4%
ASML vs XLB
+170.1%
+1,225.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.8% |
| 7D | -9.0% | -1.5% | -7.5% | -7.7% |
| 30D | -21.0% | +6.1% | -27.0% | -25.8% |
| 3M | -16.3% | 0.0% | -16.3% | -16.7% |
| 6M | -7.5% | 0.0% | -7.5% | -8.3% |
| YTD | +34.0% | +16.0% | +18.0% | +14.2% |
| 1Y | +39.3% | +24.7% | +14.5% | +9.9% |
| 3Y | +128.9% | +40.4% | +88.5% | +59.5% |
| 5Y | +76.1% | +30.7% | +45.4% | +35.1% |
| All | +1,395.4% | +170.1% | +1,225.3% | +575.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling