+204.2%
EQT vs NIO
-90.7%
+295.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | -1.2% | -7.3% | +6.1% | -0.5% |
| 30D | +1.1% | -22.5% | +23.6% | +3.3% |
| 3M | +4.8% | -30.9% | +35.7% | +8.1% |
| 6M | -10.6% | -37.2% | +26.6% | -7.4% |
| YTD | +3.4% | -29.8% | +33.2% | +5.7% |
| 1Y | +8.7% | -37.4% | +46.1% | +11.8% |
| 3Y | +35.0% | -64.3% | +99.3% | +41.3% |
| 5Y | +204.2% | -90.6% | +294.8% | +255.2% |
| All | +204.2% | -90.7% | +295.0% | +255.2% |
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