+127.9%
NTAP vs NIO
-93.2%
+221.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.0% |
| 7D | +7.2% | -14.5% | +21.7% | +8.8% |
| 30D | -18.4% | -15.0% | -3.4% | -17.1% |
| 3M | -11.3% | -35.6% | +24.2% | -7.5% |
| 6M | +53.8% | -55.7% | +109.4% | +65.9% |
| YTD | +72.0% | -43.1% | +115.1% | +80.1% |
| 1Y | +68.0% | -53.5% | +121.6% | +79.3% |
| 3Y | +149.5% | -59.8% | +209.3% | +159.7% |
| All | +127.9% | -93.2% | +221.1% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling