-44.1%
NIO vs NTRS
+125.8%
-169.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.6% |
| 30D | -18.7% | -0.7% | -18.1% | -18.5% |
| 3M | -29.4% | +11.3% | -40.8% | -33.7% |
| 6M | -32.5% | +35.5% | -68.1% | -43.4% |
| YTD | -27.6% | +40.6% | -68.2% | -41.1% |
| 1Y | -39.2% | +49.2% | -88.4% | -52.2% |
| 3Y | -64.3% | +167.2% | -231.5% | -80.7% |
| 5Y | -90.3% | +94.9% | -185.2% | -93.7% |
| All | -44.1% | +125.8% | -169.9% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling