+184.3%
EQIX vs NIO
-49.2%
+233.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.8% |
| 7D | +7.6% | -4.7% | +12.2% | +7.8% |
| 30D | +5.2% | -14.3% | +19.6% | +6.1% |
| 3M | +0.8% | -32.8% | +33.6% | +2.9% |
| 6M | +0.2% | -49.8% | +50.1% | +3.7% |
| YTD | +42.2% | -40.2% | +82.4% | +45.2% |
| 1Y | +34.7% | -52.7% | +87.4% | +39.3% |
| 3Y | +49.0% | -57.9% | +106.9% | +51.3% |
| 5Y | +52.8% | -92.9% | +145.7% | +61.1% |
| All | +184.3% | -49.2% | +233.4% | +190.7% |
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