+135.6%
NTAP vs NIO
-59.9%
+195.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.6% |
| 7D | -15.1% | +5.6% | -20.7% | -15.4% |
| 30D | -28.1% | -4.2% | -23.8% | -27.8% |
| 3M | -11.4% | -26.3% | +14.9% | -9.5% |
| 6M | +52.2% | -42.5% | +94.8% | +58.0% |
| YTD | +60.4% | -33.5% | +93.9% | +64.3% |
| 1Y | +51.0% | -52.7% | +103.7% | +58.1% |
| 3Y | +135.6% | -57.5% | +193.0% | +148.6% |
| All | +135.6% | -59.9% | +195.4% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling