+106.1%
ASML vs NVTS
-32.9%
+139.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.9% | +9.6% | -12.4% | -4.1% |
| 30D | -15.2% | -13.0% | -2.2% | -13.9% |
| 3M | -12.9% | -28.8% | +15.9% | -9.4% |
| 6M | -5.0% | -48.5% | +43.4% | +1.0% |
| YTD | +41.8% | +31.4% | +10.4% | +30.6% |
| 1Y | +46.0% | -2.3% | +48.3% | +38.9% |
| 3Y | +133.5% | +49.8% | +83.6% | +86.3% |
| 5Y | +93.0% | -43.2% | +136.2% | +56.7% |
| All | +106.1% | -32.9% | +139.0% | +68.0% |
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