-65.3%
NIO vs NTRS
+165.3%
-230.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.8% |
| 7D | -7.3% | +0.3% | -7.6% | -7.4% |
| 30D | -22.5% | +0.2% | -22.7% | -22.6% |
| 3M | -30.9% | +13.2% | -44.1% | -34.5% |
| 6M | -37.2% | +36.9% | -74.1% | -45.5% |
| YTD | -29.8% | +39.1% | -68.9% | -40.0% |
| 1Y | -37.4% | +50.4% | -87.9% | -48.5% |
| All | -65.3% | +165.3% | -230.7% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling