+182.0%
A vs NIO
-43.2%
+225.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +4.8% | +6.9% | -2.1% | +4.2% |
| 30D | +5.6% | -4.7% | +10.4% | +6.0% |
| 3M | +23.6% | -28.1% | +51.7% | +26.9% |
| 6M | +56.4% | -41.7% | +98.1% | +62.7% |
| YTD | +33.4% | -33.1% | +66.5% | +36.6% |
| 1Y | +23.7% | -50.3% | +74.0% | +29.7% |
| 3Y | +71.0% | -54.4% | +125.4% | +74.3% |
| 5Y | +16.8% | -91.6% | +108.5% | +28.7% |
| All | +182.0% | -43.2% | +225.2% | +169.7% |
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