+385.5%
B vs NIO
-43.5%
+429.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.3% |
| 7D | +9.6% | +5.6% | +4.0% | +9.3% |
| 30D | +3.5% | -4.2% | +7.8% | +3.7% |
| 3M | -1.6% | -26.3% | +24.7% | -0.3% |
| 6M | -1.7% | -42.5% | +40.9% | +0.5% |
| YTD | -5.3% | -33.5% | +28.2% | -3.9% |
| 1Y | +27.2% | -52.7% | +79.9% | +30.7% |
| 3Y | +166.1% | -57.5% | +223.6% | +169.7% |
| 5Y | +136.5% | -92.0% | +228.5% | +144.3% |
| All | +385.5% | -43.5% | +429.0% | +397.8% |
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