+168.0%
ASML vs NVDX
+423.8%
-255.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.0% | -4.3% | +0.2% |
| 7D | +2.5% | -26.1% | +28.7% | +10.6% |
| 30D | -12.2% | -43.3% | +31.1% | +1.5% |
| 3M | -14.6% | -41.0% | +26.4% | -3.1% |
| 6M | -1.7% | -46.3% | +44.6% | +12.9% |
| YTD | +44.3% | -33.1% | +77.4% | +54.3% |
| 1Y | +51.0% | -40.1% | +91.1% | +65.3% |
| 3Y | +137.6% | +319.0% | -181.4% | +41.5% |
| All | +168.0% | +423.8% | -255.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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