+1,557.1%
ASML vs XRT
+136.4%
+1,420.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.4% |
| 7D | +4.9% | +1.7% | +3.2% | +3.9% |
| 30D | -9.3% | +7.5% | -16.8% | -14.0% |
| 3M | -19.0% | +2.2% | -21.2% | -20.9% |
| 6M | -5.2% | +14.7% | -19.9% | -14.7% |
| YTD | +40.6% | +7.5% | +33.1% | +32.3% |
| 1Y | +47.5% | +14.1% | +33.4% | +33.1% |
| 3Y | +133.9% | +58.8% | +75.1% | +68.2% |
| 5Y | +83.8% | -3.9% | +87.7% | +78.0% |
| All | +1,557.1% | +136.4% | +1,420.7% | +708.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling