Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NTRA vs QSR✓SelectedUSD · QSRNTRA vs QSR performance historyLatest closeAs of+0.86%09/11
Stock and ETF performance explorer

NTRA vs QSR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,727.4%
QSR return
+175.9%
Excess return
+1,551.5%
Maximum drawdown
-77.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQSRExcessAlpha
1D+0.9%+0.6%+0.2%+0.5%
7D+0.2%-4.0%+4.2%+2.3%
30D+4.1%+2.8%+1.4%+2.5%
3M+50.0%+5.1%+44.9%+45.5%
6M+67.3%+8.8%+58.5%+59.0%
YTD+43.6%+14.8%+28.8%+31.8%
1Y+89.2%+25.7%+63.5%+64.8%
3Y+502.5%+27.5%+475.0%+407.2%
5Y+173.8%+41.3%+132.5%+117.2%
10Y+3,189.3%+133.8%+3,055.5%+1,835.5%
All+1,727.4%+175.9%+1,551.5%+901.7%

Cumulative growth

Daily Returns

Daily percentage return beside QSR.

Daily Out/Under-Performance

Portfolio return minus QSR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QSR 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 QSR 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