+1,400.3%
ASML vs NTRA
+1,625.9%
-225.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -14.6% | +19.6% | +7.9% |
| 7D | -9.0% | -25.0% | +16.0% | -4.0% |
| 30D | -21.0% | -21.5% | +0.5% | -17.3% |
| 3M | -16.3% | +17.1% | -33.4% | -19.7% |
| 6M | -7.5% | +44.4% | -52.0% | -15.5% |
| YTD | +34.0% | +35.6% | -1.6% | +23.5% |
| 1Y | +39.3% | +56.5% | -17.2% | +24.5% |
| 3Y | +128.9% | +620.8% | -492.0% | +51.1% |
| 5Y | +76.1% | +167.9% | -91.8% | +28.8% |
| 10Y | +1,428.4% | +3,576.6% | -2,148.2% | +684.1% |
| All | +1,400.3% | +1,625.9% | -225.7% | +666.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling