+36.2%
QCOM vs NTRA
+164.5%
-128.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.4% |
| 7D | +5.1% | +1.1% | +4.0% | +4.8% |
| 30D | +4.3% | +0.6% | +3.6% | +4.1% |
| 3M | -19.6% | +51.8% | -71.5% | -27.0% |
| 6M | +29.5% | +63.6% | -34.1% | +14.6% |
| YTD | +3.4% | +41.5% | -38.1% | -5.8% |
| 1Y | +10.9% | +93.6% | -82.7% | -6.0% |
| 3Y | +74.8% | +498.0% | -423.3% | +15.9% |
| 5Y | +36.2% | +172.5% | -136.3% | -3.2% |
| All | +36.2% | +164.5% | -128.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling