+117.9%
ASML vs XRT
+52.2%
+65.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -7.5% |
| 7D | -19.0% | +2.3% | -21.4% | -20.3% |
| 30D | -25.9% | +9.8% | -35.7% | -30.8% |
| 3M | -19.1% | -0.2% | -18.9% | -19.4% |
| 6M | -5.7% | +8.4% | -14.1% | -12.3% |
| YTD | +27.6% | +7.5% | +20.1% | +19.3% |
| 1Y | +30.8% | +13.2% | +17.6% | +17.6% |
| All | +117.9% | +52.2% | +65.7% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling