+272.2%
QCOM vs NTRA
+3,171.2%
-2,899.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +9.3% | +4.3% | +5.0% | +8.3% |
| 3M | -7.0% | +50.6% | -57.6% | -14.9% |
| 6M | +32.0% | +63.9% | -31.9% | +17.8% |
| YTD | +5.0% | +42.4% | -37.3% | -3.9% |
| 1Y | +13.6% | +92.1% | -78.5% | -2.4% |
| 3Y | +77.6% | +501.7% | -424.2% | +19.6% |
| 5Y | +38.2% | +171.4% | -133.2% | +0.1% |
| All | +272.2% | +3,171.2% | -2,899.0% | +75.7% |
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