+18,210.0%
ASML vs XLB
+822.6%
+17,387.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.5% |
| 7D | +1.1% | -1.4% | +2.5% | +2.4% |
| 30D | +2.2% | -0.4% | +2.6% | +2.4% |
| 3M | -2.3% | +2.0% | -4.3% | -4.5% |
| 6M | +23.0% | +1.8% | +21.1% | +21.1% |
| YTD | +61.1% | +16.6% | +44.5% | +40.2% |
| 1Y | +129.1% | +16.9% | +112.2% | +98.4% |
| 3Y | +165.4% | +32.6% | +132.8% | +106.4% |
| 5Y | +109.5% | +35.6% | +73.8% | +64.5% |
| 10Y | +1,645.7% | +160.0% | +1,485.7% | +681.9% |
| All | +18,210.0% | +822.6% | +17,387.4% | +2,487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling