+406.0%
B vs NIO
-43.2%
+449.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.2% |
| 7D | +11.3% | +6.9% | +4.4% | +11.0% |
| 30D | +2.9% | -4.7% | +7.7% | +3.2% |
| 3M | -2.9% | -28.1% | +25.2% | -1.5% |
| 6M | -1.2% | -41.7% | +40.5% | +0.9% |
| YTD | -1.3% | -33.1% | +31.8% | +0.1% |
| 1Y | +30.4% | -50.3% | +80.7% | +33.7% |
| 3Y | +195.3% | -54.4% | +249.6% | +198.6% |
| 5Y | +146.2% | -91.6% | +237.8% | +154.2% |
| All | +406.0% | -43.2% | +449.2% | +418.7% |
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