+1,504.8%
ASML vs NRG
+937.8%
+567.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.3% | -4.1% | +2.7% |
| 7D | -0.8% | +2.9% | -3.8% | -2.1% |
| 30D | -14.9% | -9.3% | -5.5% | -12.3% |
| 3M | -13.0% | -17.1% | +4.2% | -8.0% |
| 6M | -4.7% | -28.9% | +24.2% | +5.1% |
| YTD | +42.3% | -37.9% | +80.2% | +63.0% |
| 1Y | +49.7% | -42.7% | +92.4% | +76.0% |
| 3Y | +144.3% | +127.5% | +16.8% | +72.7% |
| 5Y | +86.4% | +217.4% | -131.0% | +17.1% |
| 10Y | +1,504.8% | +898.2% | +606.7% | +723.8% |
| All | +1,504.8% | +937.8% | +567.0% | +723.8% |
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