+117.9%
ASML vs XME
+78.7%
+39.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.7% | -5.5% |
| 7D | -19.0% | -10.5% | -8.5% | -12.4% |
| 30D | -25.9% | -16.5% | -9.5% | -16.1% |
| 3M | -19.1% | -19.2% | +0.1% | -6.8% |
| 6M | -5.7% | -23.8% | +18.1% | +12.7% |
| YTD | +27.6% | -12.6% | +40.1% | +37.7% |
| 1Y | +30.8% | -0.1% | +30.9% | +29.0% |
| All | +117.9% | +78.7% | +39.2% | +42.0% |
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