-53.9%
NIO vs NTRS
+43.5%
-97.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.9% |
| 7D | -0.6% | +3.6% | -4.2% | -1.1% |
| 30D | -3.5% | +4.3% | -7.8% | -4.2% |
| 3M | -30.7% | -1.9% | -28.7% | -30.6% |
| 6M | -45.6% | +11.4% | -57.1% | -46.4% |
| YTD | -35.3% | +32.3% | -67.6% | -39.5% |
| 1Y | -53.9% | +42.5% | -96.4% | -57.9% |
| All | -53.9% | +43.5% | -97.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling