+238.8%
EQX vs NIO
-39.8%
+278.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +1.3% |
| 7D | -3.2% | -2.9% | -0.3% | -2.9% |
| 30D | +7.8% | -18.7% | +26.5% | +10.2% |
| 3M | +21.3% | -29.4% | +50.8% | +25.9% |
| 6M | -22.4% | -32.5% | +10.1% | -19.3% |
| YTD | -11.3% | -27.6% | +16.3% | -8.7% |
| 1Y | +13.5% | -39.2% | +52.7% | +18.4% |
| 3Y | +162.1% | -64.3% | +226.4% | +178.0% |
| 5Y | +84.2% | -90.3% | +174.5% | +106.1% |
| All | +238.8% | -39.8% | +278.6% | +277.7% |
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