+1,559.3%
ASML vs XLB
+164.1%
+1,395.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.1% |
| 7D | +10.4% | 0.0% | +10.3% | +10.4% |
| 30D | -12.7% | +5.3% | -18.0% | -17.4% |
| 3M | -17.2% | 0.0% | -17.2% | -17.5% |
| 6M | -1.3% | +1.2% | -2.5% | -3.3% |
| YTD | +40.8% | +16.9% | +23.9% | +19.2% |
| 1Y | +45.2% | +20.9% | +24.3% | +18.5% |
| 3Y | +131.8% | +43.3% | +88.5% | +58.1% |
| 5Y | +84.0% | +28.3% | +55.7% | +43.4% |
| All | +1,559.3% | +164.1% | +1,395.2% | +620.0% |
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