+776.7%
ASML vs NIO
-43.5%
+820.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.9% | +4.1% |
| 7D | -9.0% | +5.6% | -14.6% | -9.7% |
| 30D | -21.0% | -4.2% | -16.7% | -20.4% |
| 3M | -16.3% | -26.3% | +10.0% | -12.5% |
| 6M | -7.5% | -42.5% | +35.0% | 0.0% |
| YTD | +34.0% | -33.5% | +67.5% | +40.8% |
| 1Y | +39.3% | -52.7% | +91.9% | +53.5% |
| 3Y | +128.9% | -57.5% | +186.3% | +141.2% |
| 5Y | +76.1% | -92.0% | +168.1% | +117.8% |
| All | +776.7% | -43.5% | +820.2% | +732.7% |
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