+353.0%
B vs NIO
-49.2%
+402.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.7% | -2.9% |
| 7D | -6.2% | -4.7% | -1.5% | -6.0% |
| 30D | -6.6% | -14.3% | +7.7% | -6.0% |
| 3M | -7.9% | -32.8% | +25.0% | -6.3% |
| 6M | -16.8% | -49.8% | +33.0% | -14.5% |
| YTD | -11.7% | -40.2% | +28.5% | -9.9% |
| 1Y | +3.5% | -52.7% | +56.2% | +6.4% |
| 3Y | +165.7% | -57.9% | +223.6% | +169.8% |
| 5Y | +108.4% | -92.9% | +201.3% | +116.4% |
| All | +353.0% | -49.2% | +402.1% | +366.7% |
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