+1,761.8%
ASML vs NTRA
+2,932.2%
-1,170.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.7% |
| 30D | +1.4% | +0.6% | +0.7% | +1.1% |
| 3M | +1.0% | +51.8% | -50.8% | -8.6% |
| 6M | +37.0% | +63.6% | -26.6% | +20.9% |
| YTD | +65.8% | +41.5% | +24.3% | +50.7% |
| 1Y | +123.1% | +93.6% | +29.5% | +88.7% |
| 3Y | +188.2% | +498.0% | -309.9% | +88.0% |
| 5Y | +115.6% | +172.5% | -56.9% | +52.5% |
| 10Y | +1,761.8% | +2,960.8% | -1,199.0% | +776.8% |
| All | +1,761.8% | +2,932.2% | -1,170.3% | +776.8% |
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