-38.0%
NIO vs NTRS
+47.2%
-85.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.0% | +0.4% | -13.4% | -13.1% |
| 30D | -18.3% | +1.7% | -20.0% | -18.7% |
| 3M | -33.2% | +8.9% | -42.1% | -34.7% |
| 6M | -21.5% | +30.6% | -52.1% | -28.4% |
| YTD | -25.5% | +38.7% | -64.2% | -35.1% |
| 1Y | -38.0% | +48.1% | -86.1% | -48.4% |
| All | -38.0% | +47.2% | -85.2% | -48.4% |
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