+93.0%
ASML vs XPO
+311.4%
-218.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.9% | -1.5% | -1.3% | -2.1% |
| 30D | -15.2% | +2.6% | -17.8% | -16.1% |
| 3M | -12.9% | -6.1% | -6.8% | -10.8% |
| 6M | -5.0% | -8.0% | +2.9% | -2.2% |
| YTD | +41.8% | +38.5% | +3.3% | +22.8% |
| 1Y | +46.0% | +35.0% | +11.0% | +27.1% |
| 3Y | +133.5% | +126.5% | +7.0% | +50.1% |
| 5Y | +93.0% | +315.4% | -222.4% | -19.3% |
| All | +93.0% | +311.4% | -218.4% | -19.3% |
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