+128.9%
ASML vs XME
+84.7%
+44.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.7% | +2.7% |
| 7D | -9.0% | -4.5% | -4.5% | -5.9% |
| 30D | -21.0% | -10.9% | -10.1% | -14.2% |
| 3M | -16.3% | -15.3% | -1.0% | -6.6% |
| 6M | -7.5% | -24.6% | +17.1% | +11.1% |
| YTD | +34.0% | -9.6% | +43.6% | +41.5% |
| 1Y | +39.3% | +2.9% | +36.4% | +34.6% |
| 3Y | +128.9% | +86.9% | +41.9% | +45.8% |
| All | +128.9% | +84.7% | +44.2% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling