+108.6%
ASML vs XLRE
+7.0%
+101.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.7% |
| 7D | +1.1% | -1.2% | +2.3% | +2.0% |
| 30D | +2.2% | -2.8% | +5.0% | +4.2% |
| 3M | -2.3% | -0.2% | -2.1% | -3.4% |
| 6M | +23.0% | +1.9% | +21.0% | +19.7% |
| YTD | +61.1% | +10.6% | +50.5% | +46.6% |
| 1Y | +129.1% | +8.8% | +120.3% | +110.7% |
| 3Y | +165.4% | +31.5% | +133.8% | +98.0% |
| All | +108.6% | +7.0% | +101.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling