+75.5%
ASML vs XLE
+150.1%
-74.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -12.0% | +3.0% | -5.1% |
| 30D | -21.0% | -2.7% | -18.2% | -20.3% |
| 3M | -16.3% | +6.6% | -22.9% | -18.3% |
| 6M | -7.5% | +9.5% | -17.1% | -11.0% |
| YTD | +34.0% | +40.6% | -6.6% | +14.5% |
| 1Y | +39.3% | +43.6% | -4.3% | +17.7% |
| 3Y | +128.9% | +58.1% | +70.8% | +83.7% |
| All | +75.5% | +150.1% | -74.6% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling