+133.9%
ASML vs NTR
+47.6%
+86.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.9% | -0.3% | +5.3% | +5.0% |
| 30D | -9.3% | +2.0% | -11.2% | -9.4% |
| 3M | -19.0% | +6.4% | -25.4% | -19.6% |
| 6M | -5.2% | +1.6% | -6.8% | -5.6% |
| YTD | +40.6% | +18.2% | +22.4% | +33.9% |
| 1Y | +47.5% | +23.9% | +23.6% | +38.5% |
| 3Y | +133.9% | +44.7% | +89.2% | +101.3% |
| All | +133.9% | +47.6% | +86.3% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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