+1,559.3%
ASML vs XRT
+135.4%
+1,423.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.2% |
| 7D | +10.4% | -0.4% | +10.8% | +10.7% |
| 30D | -12.7% | +7.5% | -20.2% | -17.3% |
| 3M | -17.2% | +2.3% | -19.5% | -19.2% |
| 6M | -1.3% | +12.8% | -14.1% | -10.3% |
| YTD | +40.8% | +7.1% | +33.7% | +32.8% |
| 1Y | +45.2% | +12.3% | +32.9% | +32.5% |
| 3Y | +131.8% | +57.0% | +74.8% | +67.9% |
| 5Y | +84.0% | -4.3% | +88.3% | +78.8% |
| All | +1,559.3% | +135.4% | +1,423.9% | +711.8% |
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