-42.6%
NIO vs NTRS
+120.6%
-163.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.2% |
| 7D | -6.7% | +1.7% | -8.3% | -7.5% |
| 30D | -20.0% | +0.1% | -20.2% | -20.2% |
| 3M | -30.5% | +9.8% | -40.3% | -34.2% |
| 6M | -20.7% | +34.7% | -55.4% | -33.3% |
| YTD | -25.7% | +37.4% | -63.1% | -38.7% |
| 1Y | -38.6% | +48.2% | -86.7% | -51.5% |
| 3Y | -62.3% | +163.5% | -225.7% | -79.4% |
| 5Y | -90.1% | +88.2% | -178.3% | -93.5% |
| All | -42.6% | +120.6% | -163.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling