+45.2%
ASML vs XRT
+12.4%
+32.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.7% |
| 7D | +10.4% | -0.4% | +10.8% | +10.5% |
| 30D | -12.7% | +7.5% | -20.2% | -15.5% |
| 3M | -17.2% | +2.3% | -19.5% | -17.7% |
| 6M | -1.3% | +12.8% | -14.1% | -11.1% |
| YTD | +40.8% | +7.1% | +33.7% | +30.8% |
| 1Y | +45.2% | +12.3% | +32.9% | +33.6% |
| All | +45.2% | +12.4% | +32.8% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling