+245.4%
EQX vs NIO
-38.2%
+283.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +3.8% | -6.7% | +10.4% | +4.5% |
| 30D | +9.4% | -20.0% | +29.4% | +12.0% |
| 3M | +16.8% | -30.5% | +47.3% | +21.4% |
| 6M | -23.7% | -20.7% | -3.0% | -22.1% |
| YTD | -9.6% | -25.7% | +16.1% | -7.3% |
| 1Y | +29.1% | -38.6% | +67.7% | +34.4% |
| 3Y | +175.3% | -62.3% | +237.6% | +190.3% |
| 5Y | +77.3% | -90.1% | +167.3% | +97.8% |
| All | +245.4% | -38.2% | +283.6% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling