+75.5%
ASML vs NTRA
+168.2%
-92.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -14.6% | +19.6% | +8.4% |
| 7D | -9.0% | -25.0% | +16.0% | -3.0% |
| 30D | -21.0% | -21.5% | +0.5% | -16.6% |
| 3M | -16.3% | +17.1% | -33.4% | -20.3% |
| 6M | -7.5% | +44.4% | -52.0% | -17.0% |
| YTD | +34.0% | +35.6% | -1.6% | +21.4% |
| 1Y | +39.3% | +56.5% | -17.2% | +21.6% |
| 3Y | +128.9% | +620.8% | -492.0% | +41.6% |
| All | +75.5% | +168.2% | -92.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling