+117.9%
ASML vs XLE
+55.1%
+62.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.4% | -8.7% |
| 7D | -19.0% | -10.3% | -8.7% | -17.1% |
| 30D | -25.9% | -3.3% | -22.6% | -25.4% |
| 3M | -19.1% | +8.2% | -27.2% | -20.7% |
| 6M | -5.7% | +5.0% | -10.8% | -7.1% |
| YTD | +27.6% | +40.6% | -13.0% | +8.8% |
| 1Y | +30.8% | +45.0% | -14.2% | +9.4% |
| All | +117.9% | +55.1% | +62.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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