+1,761.8%
ASML vs XLU
+139.3%
+1,622.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.5% |
| 7D | +6.0% | +2.1% | +3.9% | +5.0% |
| 30D | +1.4% | -0.4% | +1.7% | +1.5% |
| 3M | +1.0% | +0.5% | +0.6% | +0.5% |
| 6M | +37.0% | -5.8% | +42.8% | +40.2% |
| YTD | +65.8% | +3.1% | +62.6% | +62.4% |
| 1Y | +123.1% | +8.1% | +115.0% | +113.6% |
| 3Y | +188.2% | +50.5% | +137.6% | +130.8% |
| 5Y | +115.6% | +44.7% | +70.9% | +76.6% |
| 10Y | +1,761.8% | +136.8% | +1,625.0% | +1,209.7% |
| All | +1,761.8% | +139.3% | +1,622.6% | +1,209.7% |
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