+86.4%
ASML vs XLB
+31.5%
+54.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +4.0% |
| 7D | -0.8% | -1.4% | +0.5% | +0.8% |
| 30D | -14.9% | +7.1% | -22.0% | -21.6% |
| 3M | -13.0% | +0.6% | -13.6% | -14.0% |
| 6M | -4.7% | +3.5% | -8.2% | -9.5% |
| YTD | +42.3% | +18.2% | +24.1% | +15.2% |
| 1Y | +49.7% | +25.6% | +24.1% | +12.4% |
| 3Y | +144.3% | +46.7% | +97.6% | +47.2% |
| 5Y | +86.4% | +30.9% | +55.5% | +27.4% |
| All | +86.4% | +31.5% | +54.9% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling