+93.9%
EEM vs NIO
-40.3%
+134.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.8% |
| 7D | -0.7% | -7.3% | +6.6% | +0.1% |
| 30D | +2.4% | -22.5% | +24.9% | +5.2% |
| 3M | +4.2% | -30.9% | +35.0% | +8.3% |
| 6M | +14.8% | -37.2% | +52.0% | +20.1% |
| YTD | +23.1% | -29.8% | +52.9% | +27.0% |
| 1Y | +32.5% | -37.4% | +70.0% | +37.8% |
| 3Y | +85.9% | -64.3% | +150.2% | +96.3% |
| 5Y | +43.6% | -90.6% | +134.1% | +62.7% |
| All | +93.9% | -40.3% | +134.2% | +82.6% |
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