+87,210.0%
ASML vs NTRS
+3,769.7%
+83,440.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +2.5% | +0.4% | +2.2% | +2.6% |
| 30D | -12.2% | +5.6% | -17.8% | -14.5% |
| 3M | -14.6% | -4.4% | -10.2% | -12.4% |
| 6M | -1.7% | +12.0% | -13.8% | -7.5% |
| YTD | +44.3% | +32.8% | +11.5% | +23.8% |
| 1Y | +51.0% | +40.0% | +11.0% | +25.9% |
| 3Y | +137.6% | +175.2% | -37.6% | +35.0% |
| 5Y | +92.7% | +66.4% | +26.4% | +39.8% |
| 10Y | +1,582.8% | +193.1% | +1,389.7% | +730.5% |
| All | +87,210.0% | +3,769.7% | +83,440.3% | +17,339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 all: compounded portfolio wealth divided by compounded NTRS 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…
all analysis · Full analysis span regression · 6 months rolling