+1,644.6%
ASML vs XME
+407.4%
+1,237.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +2.2% | +6.0% | -3.8% | -1.6% |
| 3M | -2.3% | -7.7% | +5.4% | +2.2% |
| 6M | +23.0% | +1.0% | +22.0% | +22.0% |
| YTD | +61.1% | +14.6% | +46.4% | +47.5% |
| 1Y | +129.1% | +46.0% | +83.2% | +80.8% |
| 3Y | +165.4% | +127.0% | +38.3% | +60.0% |
| 5Y | +109.5% | +175.8% | -66.3% | +11.3% |
| All | +1,644.6% | +407.4% | +1,237.1% | +532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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