+82.7%
ASML vs XME
+108.0%
-25.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | -9.3% | -6.1% | -3.1% | -4.9% |
| 3M | -19.0% | -18.6% | -0.4% | -7.1% |
| 6M | -5.2% | -23.9% | +18.7% | +13.3% |
| YTD | +40.6% | -9.3% | +50.0% | +48.6% |
| 1Y | +47.5% | +1.8% | +45.7% | +44.2% |
| 3Y | +133.9% | +93.0% | +40.9% | +44.7% |
| All | +82.7% | +108.0% | -25.3% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling