+123.1%
ASML vs XLRE
+9.0%
+114.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +1.4% | -2.4% | +3.8% | +1.4% |
| 3M | +1.0% | +0.6% | +0.5% | -0.5% |
| 6M | +37.0% | +3.9% | +33.0% | +31.4% |
| YTD | +65.8% | +10.5% | +55.3% | +57.3% |
| 1Y | +123.1% | +8.4% | +114.7% | +111.1% |
| All | +123.1% | +9.0% | +114.1% | +111.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling