+119.0%
EW vs NIO
-49.2%
+168.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.3% |
| 7D | +4.9% | -4.7% | +9.6% | +5.2% |
| 30D | +24.1% | -14.3% | +38.4% | +25.2% |
| 3M | +13.7% | -32.8% | +46.5% | +16.3% |
| 6M | +32.7% | -49.8% | +82.5% | +38.0% |
| YTD | +24.1% | -40.2% | +64.3% | +27.2% |
| 1Y | +23.6% | -52.7% | +76.3% | +28.5% |
| 3Y | +64.8% | -57.9% | +122.6% | +67.6% |
| 5Y | -8.8% | -92.9% | +84.1% | -0.9% |
| All | +119.0% | -49.2% | +168.2% | +112.0% |
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