+164.9%
ASML vs XLU
+50.6%
+114.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | -1.3% | +3.5% | +2.5% |
| 3M | -2.3% | -1.3% | -1.0% | -2.3% |
| 6M | +23.0% | -7.6% | +30.6% | +25.1% |
| YTD | +61.1% | +2.3% | +58.8% | +59.5% |
| 1Y | +129.1% | +5.8% | +123.3% | +125.3% |
| All | +164.9% | +50.6% | +114.3% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling