+1,600.6%
ASML vs NTRA
+2,768.3%
-1,167.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +1.2% |
| 7D | +2.5% | -18.2% | +20.8% | +6.9% |
| 30D | -12.2% | -19.6% | +7.4% | -8.1% |
| 3M | -14.6% | +2.3% | -16.9% | -15.6% |
| 6M | -1.7% | +60.6% | -62.3% | -13.0% |
| YTD | +44.3% | +39.6% | +4.7% | +30.7% |
| 1Y | +51.0% | +54.7% | -3.7% | +33.4% |
| 3Y | +137.6% | +584.3% | -446.7% | +49.8% |
| 5Y | +92.7% | +182.5% | -89.8% | +34.3% |
| All | +1,600.6% | +2,768.3% | -1,167.7% | +675.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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