+18.1%
EW vs NIO
-54.1%
+72.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +0.9% | +4.2% |
| 7D | +8.3% | -0.6% | +8.9% | +8.3% |
| 30D | +13.9% | -3.5% | +17.4% | +14.0% |
| 3M | +10.9% | -30.7% | +41.6% | +12.7% |
| 6M | +19.2% | -45.6% | +64.9% | +22.9% |
| YTD | +16.6% | -35.3% | +51.9% | +18.5% |
| 1Y | +18.1% | -53.9% | +72.0% | +19.9% |
| All | +18.1% | -54.1% | +72.2% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling