+229.7%
ALL vs NIO
-51.7%
+281.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.5% |
| 7D | +5.0% | -14.5% | +19.5% | +5.4% |
| 30D | +13.3% | -15.0% | +28.3% | +13.7% |
| 3M | +3.2% | -35.6% | +38.7% | +4.1% |
| 6M | +25.3% | -55.7% | +81.0% | +27.6% |
| YTD | +30.5% | -43.1% | +73.6% | +31.7% |
| 1Y | +29.2% | -53.5% | +82.7% | +31.1% |
| 3Y | +119.1% | -59.8% | +178.9% | +120.4% |
| 5Y | +162.6% | -93.2% | +255.8% | +173.5% |
| All | +229.7% | -51.7% | +281.4% | +198.6% |
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