+48.4%
ASML vs XME
+2.1%
+46.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.5% |
| 30D | -15.2% | -9.2% | -6.0% | -9.1% |
| 3M | -12.9% | -17.8% | +4.9% | -0.6% |
| 6M | -5.0% | -20.0% | +15.0% | +9.6% |
| YTD | +41.8% | -6.6% | +48.4% | +42.1% |
| All | +48.4% | +2.1% | +46.3% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling