+18,210.0%
ASML vs XLU
+633.0%
+17,577.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.5% |
| 30D | +2.2% | -1.3% | +3.5% | +3.1% |
| 3M | -2.3% | -1.3% | -1.0% | -2.0% |
| 6M | +23.0% | -7.6% | +30.6% | +28.9% |
| YTD | +61.1% | +2.3% | +58.8% | +57.0% |
| 1Y | +129.1% | +5.8% | +123.3% | +117.8% |
| 3Y | +165.4% | +50.5% | +114.8% | +90.8% |
| 5Y | +109.5% | +44.1% | +65.3% | +54.4% |
| 10Y | +1,645.7% | +138.2% | +1,507.5% | +717.2% |
| All | +18,210.0% | +633.0% | +17,577.0% | +2,753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling