+953.8%
ASML vs NIO
-36.7%
+990.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.4% |
| 7D | +1.1% | -13.0% | +14.1% | +3.2% |
| 30D | +2.2% | -18.3% | +20.5% | +5.2% |
| 3M | -2.3% | -33.2% | +30.9% | +3.6% |
| 6M | +23.0% | -21.5% | +44.5% | +26.3% |
| YTD | +61.1% | -25.5% | +86.6% | +66.5% |
| 1Y | +129.1% | -38.0% | +167.1% | +141.8% |
| 3Y | +165.4% | -65.5% | +230.8% | +187.6% |
| 5Y | +109.5% | -90.6% | +200.0% | +153.2% |
| All | +953.8% | -36.7% | +990.5% | +884.5% |
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 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