+48.8%
AGNC vs NIO
-38.5%
+87.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -5.7% | -18.7% | +13.1% | -4.3% |
| 3M | +1.9% | -29.4% | +31.3% | +4.2% |
| 6M | +1.8% | -32.5% | +34.3% | +4.2% |
| YTD | +3.4% | -27.6% | +31.1% | +5.2% |
| 1Y | +13.6% | -39.2% | +52.8% | +16.5% |
| 3Y | +60.4% | -64.3% | +124.6% | +65.5% |
| 5Y | +27.0% | -90.3% | +117.3% | +35.8% |
| All | +48.8% | -38.5% | +87.3% | +36.6% |
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