+39.3%
ASML vs XPO
+28.2%
+11.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +4.9% |
| 7D | -9.0% | -6.7% | -2.4% | -6.4% |
| 30D | -21.0% | -1.9% | -19.1% | -20.4% |
| 3M | -16.3% | -9.9% | -6.4% | -12.9% |
| 6M | -7.5% | -16.4% | +8.8% | -1.5% |
| YTD | +34.0% | +30.2% | +3.8% | +29.2% |
| 1Y | +39.3% | +29.9% | +9.4% | +34.9% |
| All | +39.3% | +28.2% | +11.1% | +34.9% |
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