+1,504.8%
ASML vs XPO
+1,421.2%
+83.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +3.9% |
| 7D | -0.8% | -1.9% | +1.1% | 0.0% |
| 30D | -14.9% | +2.5% | -17.4% | -15.7% |
| 3M | -13.0% | -7.2% | -5.8% | -10.7% |
| 6M | -4.7% | -8.1% | +3.4% | -2.1% |
| YTD | +42.3% | +38.3% | +4.0% | +25.0% |
| 1Y | +49.7% | +33.6% | +16.1% | +32.6% |
| 3Y | +144.3% | +133.1% | +11.2% | +66.3% |
| 5Y | +86.4% | +308.9% | -222.6% | -3.5% |
| 10Y | +1,504.8% | +1,371.8% | +133.1% | +587.6% |
| All | +1,504.8% | +1,421.2% | +83.7% | +587.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling