+99.7%
AR vs NIO
-43.2%
+142.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -10.5% | +6.9% | -17.4% | -11.3% |
| 30D | +1.3% | -4.7% | +6.0% | +1.8% |
| 3M | +4.8% | -28.1% | +32.8% | +8.7% |
| 6M | +1.2% | -41.7% | +42.9% | +7.3% |
| YTD | +5.5% | -33.1% | +38.7% | +9.1% |
| 1Y | +8.1% | -50.3% | +58.3% | +15.8% |
| 3Y | +38.8% | -54.4% | +93.2% | +42.9% |
| 5Y | +78.8% | -91.6% | +170.5% | +112.8% |
| All | +99.7% | -43.2% | +142.8% | +66.0% |
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