+1,504.8%
ASML vs XME
+294.4%
+1,210.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.5% | +0.7% | +2.9% |
| 7D | -0.8% | +0.9% | -1.8% | -1.1% |
| 30D | -14.9% | -7.3% | -7.6% | -10.5% |
| 3M | -13.0% | -14.8% | +1.8% | -4.1% |
| 6M | -4.7% | -18.4% | +13.7% | +7.6% |
| YTD | +42.3% | -4.7% | +47.0% | +45.8% |
| 1Y | +49.7% | +5.7% | +44.0% | +44.0% |
| 3Y | +144.3% | +104.0% | +40.3% | +56.6% |
| 5Y | +86.4% | +122.4% | -36.1% | +12.0% |
| 10Y | +1,504.8% | +285.4% | +1,219.5% | +559.7% |
| All | +1,504.8% | +294.4% | +1,210.5% | +559.7% |
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