+117.9%
ASML vs XLB
+40.7%
+77.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -6.5% |
| 7D | -19.0% | -0.4% | -18.7% | -18.8% |
| 30D | -25.9% | +5.2% | -31.2% | -29.7% |
| 3M | -19.1% | -0.1% | -18.9% | -19.2% |
| 6M | -5.7% | +2.4% | -8.1% | -8.6% |
| YTD | +27.6% | +16.9% | +10.7% | +8.3% |
| 1Y | +30.8% | +25.0% | +5.7% | +3.4% |
| All | +117.9% | +40.7% | +77.3% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling