+115.6%
ASML vs NTRA
+164.5%
-48.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 6M | +37.0% | +63.6% | -26.6% | +19.6% |
| YTD | +65.8% | +41.5% | +24.3% | +49.4% |
| 1Y | +123.1% | +93.6% | +29.5% | +85.7% |
| 3Y | +188.2% | +498.0% | -309.9% | +84.2% |
| 5Y | +115.6% | +172.5% | -56.9% | +59.1% |
| All | +115.6% | +164.5% | -48.9% | +59.1% |
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