+1,504.8%
ASML vs NTRA
+3,390.1%
-1,885.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +5.5% |
| 7D | -0.8% | -15.4% | +14.6% | +2.6% |
| 30D | -14.9% | -20.0% | +5.2% | -10.8% |
| 3M | -13.0% | -0.5% | -12.4% | -13.4% |
| 6M | -4.7% | +64.9% | -69.6% | -16.0% |
| YTD | +42.3% | +39.9% | +2.5% | +29.0% |
| 1Y | +49.7% | +60.5% | -10.8% | +31.3% |
| 3Y | +144.3% | +605.9% | -461.6% | +53.7% |
| 5Y | +86.4% | +183.0% | -96.7% | +30.1% |
| 10Y | +1,504.8% | +3,254.9% | -1,750.0% | +645.2% |
| All | +1,504.8% | +3,390.1% | -1,885.2% | +645.2% |
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