+1,582.8%
ASML vs XLU
+160.5%
+1,422.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | -12.2% | +5.3% | -17.5% | -14.3% |
| 3M | -14.6% | +1.2% | -15.8% | -15.2% |
| 6M | -1.7% | -1.6% | -0.2% | -1.5% |
| YTD | +44.3% | +4.8% | +39.5% | +40.2% |
| 1Y | +51.0% | +0.5% | +50.5% | +49.6% |
| 3Y | +137.6% | +58.9% | +78.7% | +85.2% |
| 5Y | +92.7% | +52.7% | +40.0% | +54.0% |
| 10Y | +1,582.8% | +161.0% | +1,421.8% | +1,094.1% |
| All | +1,582.8% | +160.5% | +1,422.4% | +1,094.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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