+67.7%
ASML vs NIO
-92.6%
+160.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -8.7% |
| 7D | -19.0% | -3.6% | -15.4% | -18.4% |
| 30D | -25.9% | -8.0% | -17.9% | -24.7% |
| 3M | -19.1% | -31.2% | +12.1% | -12.9% |
| 6M | -5.7% | -45.8% | +40.0% | +6.0% |
| YTD | +27.6% | -37.3% | +64.8% | +37.9% |
| 1Y | +30.8% | -56.1% | +86.9% | +51.4% |
| 3Y | +116.2% | -61.1% | +177.3% | +137.2% |
| 5Y | +67.7% | -92.4% | +160.1% | +131.4% |
| All | +67.7% | -92.6% | +160.3% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling