-45.8%
NIO vs NTR
+83.6%
-129.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.8% | -2.2% |
| 7D | -7.3% | -2.5% | -4.8% | -6.3% |
| 30D | -22.5% | +17.0% | -39.5% | -27.6% |
| 3M | -30.9% | +22.2% | -53.1% | -36.8% |
| 6M | -37.2% | +5.2% | -42.4% | -39.6% |
| YTD | -29.8% | +29.7% | -59.5% | -39.0% |
| 1Y | -37.4% | +39.4% | -76.8% | -47.8% |
| 3Y | -64.3% | +38.2% | -102.5% | -70.6% |
| 5Y | -90.6% | +47.6% | -138.2% | -92.9% |
| All | -45.8% | +83.6% | -129.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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