+1,767.1%
ASML vs NRG
+1,058.7%
+708.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.8% |
| 7D | +2.8% | +3.9% | -1.0% | +1.5% |
| 30D | -0.2% | -3.0% | +2.7% | +0.5% |
| 3M | -2.6% | -10.9% | +8.3% | +0.1% |
| 6M | +27.9% | -25.3% | +53.1% | +38.4% |
| YTD | +62.4% | -26.8% | +89.3% | +76.7% |
| 1Y | +116.2% | -23.3% | +139.5% | +130.9% |
| 3Y | +182.4% | +208.6% | -26.2% | +83.5% |
| 5Y | +112.4% | +194.1% | -81.7% | +37.6% |
| 10Y | +1,767.1% | +1,123.6% | +643.5% | +826.6% |
| All | +1,767.1% | +1,058.7% | +708.4% | +826.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling