+164.9%
ASML vs NXT
+98.3%
+66.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | +2.2% | -15.3% | +17.5% | +6.3% |
| 3M | -2.3% | -43.8% | +41.5% | +11.3% |
| 6M | +23.0% | -18.7% | +41.6% | +28.0% |
| YTD | +61.1% | -3.0% | +64.1% | +60.9% |
| 1Y | +129.1% | +22.7% | +106.4% | +115.6% |
| All | +164.9% | +98.3% | +66.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling