+173.7%
NTAP vs NIO
-36.8%
+210.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.3% | -6.7% | +9.9% | +3.8% |
| 30D | -0.2% | -20.0% | +19.8% | +1.5% |
| 3M | +11.4% | -30.5% | +41.8% | +14.4% |
| 6M | +88.7% | -20.7% | +109.4% | +91.0% |
| YTD | +78.9% | -25.7% | +104.6% | +81.9% |
| 1Y | +58.8% | -38.6% | +97.4% | +63.3% |
| 3Y | +153.5% | -62.3% | +215.8% | +162.0% |
| 5Y | +136.7% | -90.1% | +226.8% | +158.3% |
| All | +173.7% | -36.8% | +210.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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