+35.4%
D vs NIO
-43.2%
+78.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +0.8% | +6.9% | -6.1% | +0.7% |
| 30D | +10.7% | -4.7% | +15.5% | +10.7% |
| 3M | +2.3% | -28.1% | +30.3% | +2.5% |
| 6M | +12.5% | -41.7% | +54.2% | +12.9% |
| YTD | +20.1% | -33.1% | +53.2% | +20.3% |
| 1Y | +15.6% | -50.3% | +65.8% | +16.0% |
| 3Y | +75.2% | -54.4% | +129.5% | +75.2% |
| 5Y | +14.6% | -91.6% | +106.2% | +14.0% |
| All | +35.4% | -43.2% | +78.5% | +33.3% |
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