+128.9%
ASML vs XRT
+49.6%
+79.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +6.1% |
| 7D | -9.0% | +0.9% | -9.9% | -9.8% |
| 30D | -21.0% | +7.9% | -28.9% | -25.4% |
| 3M | -16.3% | -0.2% | -16.1% | -16.9% |
| 6M | -7.5% | +5.6% | -13.1% | -12.6% |
| YTD | +34.0% | +5.7% | +28.3% | +26.6% |
| 1Y | +39.3% | +14.6% | +24.7% | +23.8% |
| 3Y | +128.9% | +50.7% | +78.2% | +75.8% |
| All | +128.9% | +49.6% | +79.3% | +75.8% |
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 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