+1,985.1%
ASML vs XLRE
+112.0%
+1,873.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.9% |
| 30D | +2.2% | -2.8% | +5.0% | +4.1% |
| 3M | -2.3% | -0.2% | -2.1% | -3.2% |
| 6M | +23.0% | +1.9% | +21.0% | +20.2% |
| YTD | +61.1% | +10.6% | +50.5% | +48.5% |
| 1Y | +129.1% | +8.8% | +120.3% | +113.1% |
| 3Y | +165.4% | +31.5% | +133.8% | +110.4% |
| 5Y | +109.5% | +6.6% | +102.9% | +94.5% |
| 10Y | +1,645.7% | +84.0% | +1,561.7% | +1,048.6% |
| All | +1,985.1% | +112.0% | +1,873.1% | +1,198.3% |
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