+9,536.5%
ASML vs XPO
+9,420.0%
+116.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.2% | -8.3% |
| 7D | -19.0% | -3.6% | -15.5% | -18.5% |
| 30D | -25.9% | -3.8% | -22.1% | -25.5% |
| 3M | -19.1% | -11.8% | -7.2% | -17.3% |
| 6M | -5.7% | -15.0% | +9.2% | -3.1% |
| YTD | +27.6% | +29.9% | -2.3% | +21.7% |
| 1Y | +30.8% | +27.6% | +3.2% | +24.9% |
| 3Y | +116.2% | +121.9% | -5.7% | +85.5% |
| 5Y | +67.7% | +277.9% | -210.2% | +29.9% |
| 10Y | +1,355.3% | +1,371.4% | -16.0% | +858.5% |
| All | +9,536.5% | +9,420.0% | +116.5% | +5,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling