+48.4%
QCOM vs NTRA
+562.3%
-513.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | +4.3% | +2.7% | +1.6% | +3.6% |
| 30D | -0.1% | -19.2% | +19.1% | +5.1% |
| 3M | +5.2% | +2.7% | +2.6% | +4.0% |
| 6M | -18.4% | +63.4% | -81.7% | -29.1% |
| YTD | +2.4% | +39.3% | -36.9% | -8.6% |
| 1Y | +0.9% | +59.0% | -58.1% | -13.8% |
| 3Y | +48.4% | +557.4% | -509.0% | -11.9% |
| All | +48.4% | +562.3% | -513.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling