+115.3%
EW vs NIO
-45.3%
+160.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.4% |
| 7D | +9.3% | +2.8% | +6.4% | +9.1% |
| 30D | +22.1% | -8.4% | +30.4% | +22.7% |
| 3M | +13.0% | -32.0% | +45.0% | +15.6% |
| 6M | +30.1% | -43.9% | +74.0% | +34.3% |
| YTD | +22.0% | -35.7% | +57.7% | +24.5% |
| 1Y | +23.7% | -51.1% | +74.8% | +28.3% |
| 3Y | +62.0% | -54.7% | +116.7% | +64.1% |
| 5Y | -12.4% | -91.7% | +79.3% | -5.5% |
| All | +115.3% | -45.3% | +160.6% | +107.6% |
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