+129.9%
ASML vs NVD
-98.5%
+228.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | +0.9% |
| 7D | +4.9% | +28.6% | -23.7% | +12.7% |
| 30D | -9.3% | +73.6% | -82.9% | +7.5% |
| 3M | -19.0% | +70.1% | -89.1% | -3.2% |
| 6M | -5.2% | +53.6% | -58.8% | +13.8% |
| YTD | +40.6% | -7.0% | +47.6% | +53.3% |
| 1Y | +47.5% | -9.0% | +56.5% | +61.3% |
| 3Y | +133.9% | -98.3% | +232.2% | +28.2% |
| All | +129.9% | -98.5% | +228.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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