+47.5%
ASML vs XPO
+38.7%
+8.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -1.0% |
| 7D | +4.9% | +9.0% | -4.0% | +1.4% |
| 30D | -9.3% | +4.2% | -13.4% | -10.8% |
| 3M | -19.0% | -8.7% | -10.3% | -16.4% |
| 6M | -5.2% | -2.8% | -2.5% | -4.3% |
| YTD | +40.6% | +41.9% | -1.3% | +31.0% |
| 1Y | +47.5% | +42.3% | +5.2% | +38.0% |
| All | +47.5% | +38.7% | +8.8% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling