+35.6%
D vs NIO
-45.3%
+80.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.2% |
| 7D | +2.4% | +2.8% | -0.4% | +2.4% |
| 30D | +10.9% | -8.4% | +19.3% | +11.0% |
| 3M | +2.8% | -32.0% | +34.8% | +3.1% |
| 6M | +12.7% | -43.9% | +56.6% | +13.1% |
| YTD | +20.3% | -35.7% | +56.0% | +20.6% |
| 1Y | +17.1% | -51.1% | +68.2% | +17.6% |
| 3Y | +75.1% | -54.7% | +129.8% | +75.2% |
| 5Y | +13.1% | -91.7% | +104.8% | +12.6% |
| All | +35.6% | -45.3% | +80.9% | +33.6% |
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