-12.0%
A vs NIO
-90.7%
+78.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | -1.9% | -13.0% | +11.1% | -0.4% |
| 30D | +6.9% | -18.3% | +25.2% | +9.3% |
| 3M | +9.2% | -33.2% | +42.5% | +14.1% |
| 6M | +25.7% | -21.5% | +47.2% | +27.7% |
| YTD | +11.5% | -25.5% | +37.0% | +13.8% |
| 1Y | +18.4% | -38.0% | +56.4% | +22.7% |
| 3Y | +26.6% | -65.5% | +92.1% | +34.7% |
| All | -12.0% | -90.7% | +78.7% | -0.5% |
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