+121.4%
ASML vs NXT
+246.1%
-124.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +3.8% |
| 7D | -9.0% | +32.2% | -41.3% | -15.2% |
| 30D | -21.0% | +21.9% | -42.9% | -24.9% |
| 3M | -16.3% | +6.6% | -22.9% | -18.2% |
| 6M | -7.5% | -16.8% | +9.3% | -5.3% |
| YTD | +34.0% | +20.4% | +13.6% | +26.3% |
| 1Y | +39.3% | -1.5% | +40.8% | +36.1% |
| 3Y | +128.9% | +182.4% | -53.5% | +72.2% |
| All | +121.4% | +246.1% | -124.8% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling