+30.4%
EQIX vs NIO
-90.3%
+120.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.3% | -6.7% | +8.0% | +2.0% |
| 30D | +0.3% | -20.0% | +20.4% | +2.5% |
| 3M | -1.6% | -30.5% | +28.9% | +1.8% |
| 6M | +12.2% | -20.7% | +32.9% | +13.7% |
| YTD | +38.0% | -25.7% | +63.7% | +40.5% |
| 1Y | +38.9% | -38.6% | +77.5% | +43.4% |
| 3Y | +43.8% | -62.3% | +106.1% | +50.8% |
| 5Y | +30.4% | -90.1% | +120.4% | +38.7% |
| All | +30.4% | -90.3% | +120.7% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling