+1,767.1%
ASML vs XLRE
+82.9%
+1,684.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | +2.8% | -0.7% | +3.5% | +3.3% |
| 30D | -0.2% | -2.2% | +2.0% | +1.2% |
| 3M | -2.6% | -2.6% | 0.0% | -1.7% |
| 6M | +27.9% | +2.6% | +25.3% | +24.3% |
| YTD | +62.4% | +9.3% | +53.2% | +50.8% |
| 1Y | +116.2% | +7.2% | +109.0% | +102.9% |
| 3Y | +182.4% | +31.3% | +151.1% | +122.8% |
| 5Y | +112.4% | +8.1% | +104.3% | +95.1% |
| 10Y | +1,767.1% | +88.9% | +1,678.1% | +1,114.8% |
| All | +1,767.1% | +82.9% | +1,684.2% | +1,114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling