+175.0%
EQIX vs NIO
-38.5%
+213.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.2% |
| 7D | +0.2% | -2.9% | +3.1% | +0.3% |
| 30D | -2.5% | -18.7% | +16.2% | -1.4% |
| 3M | 0.0% | -29.4% | +29.4% | +1.7% |
| 6M | +7.6% | -32.5% | +40.2% | +9.5% |
| YTD | +37.5% | -27.6% | +65.2% | +39.1% |
| 1Y | +32.9% | -39.2% | +72.1% | +35.4% |
| 3Y | +42.8% | -64.3% | +107.0% | +46.0% |
| 5Y | +35.8% | -90.3% | +126.1% | +41.4% |
| All | +175.0% | -38.5% | +213.5% | +178.5% |
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