+7,169.7%
ASML vs XME
+161.1%
+7,008.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.7% | -6.5% |
| 7D | -19.0% | -10.5% | -8.5% | -14.1% |
| 30D | -25.9% | -16.5% | -9.5% | -18.5% |
| 3M | -19.1% | -19.2% | +0.1% | -9.8% |
| 6M | -5.7% | -23.8% | +18.1% | +8.4% |
| YTD | +27.6% | -12.6% | +40.1% | +36.5% |
| 1Y | +30.8% | -0.1% | +30.9% | +30.7% |
| 3Y | +116.2% | +79.3% | +37.0% | +59.8% |
| 5Y | +67.7% | +108.2% | -40.5% | +14.0% |
| 10Y | +1,355.3% | +292.6% | +1,062.8% | +586.9% |
| All | +7,169.7% | +161.1% | +7,008.6% | +3,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling