+108.6%
ASML vs XPO
+265.7%
-157.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +2.4% |
| 7D | +1.1% | +2.4% | -1.3% | +0.1% |
| 30D | +2.2% | -3.5% | +5.7% | +3.7% |
| 3M | -2.3% | -11.9% | +9.6% | +2.6% |
| 6M | +23.0% | -10.0% | +32.9% | +27.5% |
| YTD | +61.1% | +42.1% | +19.0% | +38.3% |
| 1Y | +129.1% | +47.6% | +81.5% | +91.1% |
| 3Y | +165.4% | +153.6% | +11.8% | +61.6% |
| All | +108.6% | +265.7% | -157.2% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling