+1,395.4%
ASML vs XLU
+145.5%
+1,249.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | -9.0% | -0.7% | -8.3% | -8.7% |
| 30D | -21.0% | +4.8% | -25.8% | -22.8% |
| 3M | -16.3% | +0.2% | -16.5% | -16.5% |
| 6M | -7.5% | -4.3% | -3.2% | -6.1% |
| YTD | +34.0% | +3.1% | +30.8% | +31.1% |
| 1Y | +39.3% | +0.3% | +39.0% | +38.0% |
| 3Y | +128.9% | +52.9% | +76.0% | +81.7% |
| 5Y | +76.1% | +49.1% | +27.0% | +42.1% |
| All | +1,395.4% | +145.5% | +1,249.9% | +957.5% |
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