+1,504.8%
ASML vs XLU
+148.5%
+1,356.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -14.9% | +5.7% | -20.6% | -17.1% |
| 3M | -13.0% | +1.2% | -14.1% | -13.5% |
| 6M | -4.7% | -0.7% | -4.0% | -4.8% |
| YTD | +42.3% | +4.7% | +37.6% | +38.3% |
| 1Y | +49.7% | +0.4% | +49.3% | +48.4% |
| 3Y | +144.3% | +59.6% | +84.7% | +89.8% |
| 5Y | +86.4% | +52.9% | +33.4% | +48.7% |
| 10Y | +1,504.8% | +153.5% | +1,351.4% | +1,020.3% |
| All | +1,504.8% | +148.5% | +1,356.4% | +1,020.3% |
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