+1,205.6%
NTRA vs NIO
-40.3%
+1,245.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.7% |
| 7D | -0.5% | -7.3% | +6.8% | +0.7% |
| 30D | +4.3% | -22.5% | +26.8% | +8.5% |
| 3M | +50.6% | -30.9% | +81.5% | +59.4% |
| 6M | +63.9% | -37.2% | +101.1% | +74.8% |
| YTD | +42.4% | -29.8% | +72.2% | +48.2% |
| 1Y | +92.1% | -37.4% | +129.5% | +102.1% |
| 3Y | +501.7% | -64.3% | +566.1% | +549.4% |
| 5Y | +171.4% | -90.6% | +262.0% | +233.7% |
| All | +1,205.6% | -40.3% | +1,245.9% | +1,244.2% |
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