+39.3%
ASML vs XME
+2.5%
+36.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.7% | +2.6% |
| 7D | -9.0% | -4.5% | -4.5% | -5.8% |
| 30D | -21.0% | -10.9% | -10.1% | -14.1% |
| 3M | -16.3% | -15.3% | -1.0% | -6.5% |
| 6M | -7.5% | -24.6% | +17.1% | +11.0% |
| YTD | +34.0% | -9.6% | +43.6% | +38.0% |
| 1Y | +39.3% | +2.9% | +36.4% | +32.5% |
| All | +39.3% | +2.5% | +36.8% | +32.5% |
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