-92.9%
NIO vs NTR
+19.8%
-112.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -14.5% | -0.3% | -14.1% | -14.3% |
| 30D | -15.0% | +2.0% | -16.9% | -15.6% |
| 3M | -35.6% | +6.4% | -42.0% | -37.5% |
| 6M | -55.7% | +1.6% | -57.3% | -56.4% |
| YTD | -43.1% | +18.2% | -61.4% | -48.7% |
| 1Y | -53.5% | +23.9% | -77.5% | -59.2% |
| 3Y | -59.8% | +44.7% | -104.5% | -67.7% |
| All | -92.9% | +19.8% | -112.7% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling