+155.4%
NTAP vs NIO
-43.2%
+198.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | -5.0% | +6.9% | -11.9% | -5.5% |
| 30D | -25.8% | -4.7% | -21.0% | -25.5% |
| 3M | -6.9% | -28.1% | +21.2% | -4.5% |
| 6M | +50.0% | -41.7% | +91.7% | +56.0% |
| YTD | +66.9% | -33.1% | +100.1% | +71.1% |
| 1Y | +58.3% | -50.3% | +108.5% | +65.8% |
| 3Y | +145.1% | -54.4% | +199.5% | +150.3% |
| 5Y | +114.2% | -91.6% | +205.8% | +136.8% |
| All | +155.4% | -43.2% | +198.6% | +133.3% |
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