+1,634.6%
ASML vs XLRE
+114.1%
+1,520.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.5% |
| 7D | -9.0% | +1.9% | -10.9% | -10.2% |
| 30D | -21.0% | +8.5% | -29.4% | -25.4% |
| 3M | -16.3% | -1.0% | -15.3% | -16.0% |
| 6M | -7.5% | 0.0% | -7.6% | -8.7% |
| YTD | +34.0% | +11.7% | +22.3% | +22.4% |
| 1Y | +39.3% | +11.8% | +27.4% | +26.9% |
| 3Y | +128.9% | +40.8% | +88.0% | +72.4% |
| 5Y | +76.1% | +8.2% | +67.9% | +61.6% |
| 10Y | +1,428.4% | +107.4% | +1,320.9% | +842.1% |
| All | +1,634.6% | +114.1% | +1,520.5% | +970.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling