+2,770.9%
AVGO vs NTRA
+3,199.2%
-428.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -13.0% | +4.1% | -17.1% | -13.8% |
| 3M | -6.0% | +50.0% | -56.0% | -14.2% |
| 6M | +6.4% | +67.3% | -60.9% | -6.0% |
| YTD | +5.0% | +43.6% | -38.6% | -4.5% |
| 1Y | +1.4% | +89.2% | -87.9% | -13.0% |
| 3Y | +336.8% | +502.5% | -165.7% | +196.3% |
| 5Y | +698.2% | +173.8% | +524.4% | +484.7% |
| All | +2,770.9% | +3,199.2% | -428.2% | +1,279.5% |
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 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