+175.4%
NTRA vs NIO
-93.2%
+268.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.1% |
| 7D | +2.7% | -14.5% | +17.2% | +6.2% |
| 30D | -19.2% | -15.0% | -4.2% | -16.5% |
| 3M | +2.7% | -35.6% | +38.2% | +12.5% |
| 6M | +63.4% | -55.7% | +119.0% | +93.1% |
| YTD | +39.3% | -43.1% | +82.4% | +53.3% |
| 1Y | +59.0% | -53.5% | +112.5% | +82.7% |
| 3Y | +557.4% | -59.8% | +617.2% | +605.7% |
| All | +175.4% | -93.2% | +268.6% | +324.3% |
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 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