+164.9%
ASML vs XRT
+41.8%
+123.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.5% |
| 30D | +2.2% | -4.2% | +6.4% | +5.2% |
| 3M | -2.3% | +5.1% | -7.4% | -6.8% |
| 6M | +23.0% | +2.4% | +20.6% | +19.8% |
| YTD | +61.1% | +3.2% | +57.9% | +55.7% |
| 1Y | +129.1% | +1.5% | +127.6% | +123.9% |
| All | +164.9% | +41.8% | +123.1% | +101.6% |
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 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