+67.7%
ASML vs XRT
-3.3%
+71.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -7.2% |
| 7D | -19.0% | +2.3% | -21.4% | -20.6% |
| 30D | -25.9% | +9.8% | -35.7% | -31.6% |
| 3M | -19.1% | -0.2% | -18.9% | -19.8% |
| 6M | -5.7% | +8.4% | -14.1% | -13.0% |
| YTD | +27.6% | +7.5% | +20.1% | +18.5% |
| 1Y | +30.8% | +13.2% | +17.6% | +16.3% |
| 3Y | +116.2% | +52.0% | +64.2% | +48.2% |
| 5Y | +67.7% | -3.2% | +70.8% | +56.8% |
| All | +67.7% | -3.3% | +71.0% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling