+1,703.4%
ASML vs NTRA
+1,723.2%
-19.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +2.2% | +19.5% | -17.3% | -1.9% |
| 3M | -2.3% | +47.8% | -50.1% | -10.2% |
| 6M | +23.0% | +61.6% | -38.7% | +10.2% |
| YTD | +61.1% | +43.3% | +17.8% | +47.5% |
| 1Y | +129.1% | +97.0% | +32.1% | +96.5% |
| 3Y | +165.4% | +424.9% | -259.6% | +85.6% |
| 5Y | +109.5% | +165.2% | -55.7% | +53.8% |
| 10Y | +1,645.7% | +3,114.3% | -1,468.6% | +797.3% |
| All | +1,703.4% | +1,723.2% | -19.8% | +815.8% |
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 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