+1,644.6%
ASML vs XRT
+128.5%
+1,516.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.6% |
| 30D | +2.2% | -4.2% | +6.4% | +4.9% |
| 3M | -2.3% | +5.1% | -7.4% | -6.1% |
| 6M | +23.0% | +2.4% | +20.6% | +20.6% |
| YTD | +61.1% | +3.2% | +57.9% | +56.9% |
| 1Y | +129.1% | +1.5% | +127.6% | +125.1% |
| 3Y | +165.4% | +40.6% | +124.8% | +108.4% |
| 5Y | +109.5% | -1.0% | +110.4% | +101.5% |
| All | +1,644.6% | +128.5% | +1,516.1% | +789.4% |
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