+157.9%
EQX vs NIO
-65.5%
+223.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.8% | -4.6% |
| 7D | -7.0% | -7.3% | +0.2% | -6.0% |
| 30D | +4.8% | -22.5% | +27.4% | +8.8% |
| 3M | +25.6% | -30.9% | +56.5% | +32.3% |
| 6M | -25.8% | -37.2% | +11.4% | -21.0% |
| YTD | -12.7% | -29.8% | +17.1% | -8.8% |
| 1Y | +14.1% | -37.4% | +51.5% | +20.3% |
| All | +157.9% | -65.5% | +223.5% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling