+48.0%
ETSY vs NIO
-38.5%
+86.5%
-86.3%
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% | +1.1% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -8.6% | -18.7% | +10.1% | -5.3% |
| 3M | +4.8% | -29.4% | +34.2% | +11.1% |
| 6M | +38.1% | -32.5% | +70.6% | +46.2% |
| YTD | +31.2% | -27.6% | +58.9% | +36.3% |
| 1Y | +22.1% | -39.2% | +61.3% | +29.9% |
| 3Y | +12.2% | -64.3% | +76.5% | +21.9% |
| 5Y | -66.5% | -90.3% | +23.8% | -57.1% |
| All | +48.0% | -38.5% | +86.5% | +49.7% |
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