+1,582.8%
ASML vs XME
+277.3%
+1,305.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | +2.5% | +1.5% | +1.0% | +1.9% |
| 30D | -12.2% | -7.3% | -4.9% | -7.7% |
| 3M | -14.6% | -17.4% | +2.8% | -4.1% |
| 6M | -1.7% | -21.8% | +20.1% | +13.8% |
| YTD | +44.3% | -6.0% | +50.3% | +49.1% |
| 1Y | +51.0% | +3.8% | +47.2% | +46.8% |
| 3Y | +137.6% | +100.0% | +37.6% | +54.1% |
| 5Y | +92.7% | +116.1% | -23.3% | +17.8% |
| 10Y | +1,582.8% | +280.6% | +1,302.2% | +601.1% |
| All | +1,582.8% | +277.3% | +1,305.5% | +601.1% |
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