+106.9%
ASML vs NVTS
-31.5%
+138.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.3% | -5.1% | +4.7% |
| 7D | -0.8% | +20.8% | -21.7% | -3.4% |
| 30D | -14.9% | -11.1% | -3.8% | -13.8% |
| 3M | -13.0% | -31.0% | +18.1% | -9.1% |
| 6M | -4.7% | -47.4% | +42.7% | +1.1% |
| YTD | +42.3% | +34.2% | +8.1% | +30.7% |
| 1Y | +49.7% | +22.2% | +27.5% | +38.3% |
| 3Y | +144.3% | +68.4% | +75.9% | +89.2% |
| 5Y | +86.4% | -39.0% | +125.4% | +51.0% |
| All | +106.9% | -31.5% | +138.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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