+15,897.2%
ASML vs XLB
+852.7%
+15,044.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -5.8% |
| 7D | -10.0% | +3.9% | -13.9% | -13.3% |
| 30D | -19.4% | +8.9% | -28.3% | -25.7% |
| 3M | -12.5% | +4.1% | -16.6% | -16.1% |
| 6M | +8.2% | +7.3% | +0.9% | +0.8% |
| YTD | +40.7% | +20.4% | +20.3% | +18.5% |
| 1Y | +46.1% | +29.5% | +16.6% | +15.1% |
| 3Y | +138.5% | +44.9% | +93.6% | +70.4% |
| 5Y | +84.2% | +36.6% | +47.5% | +42.9% |
| 10Y | +1,505.1% | +183.5% | +1,321.6% | +563.7% |
| All | +15,897.2% | +852.7% | +15,044.6% | +2,086.7% |
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