+111.4%
EW vs NIO
-43.5%
+154.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.9% |
| 7D | +11.0% | +5.6% | +5.4% | +10.6% |
| 30D | +19.1% | -4.2% | +23.3% | +19.3% |
| 3M | +14.4% | -26.3% | +40.7% | +16.4% |
| 6M | +22.8% | -42.5% | +65.3% | +26.6% |
| YTD | +19.8% | -33.5% | +53.3% | +22.0% |
| 1Y | +23.9% | -52.7% | +76.5% | +28.7% |
| 3Y | +52.2% | -57.5% | +109.7% | +54.9% |
| 5Y | -13.9% | -92.0% | +78.1% | -7.1% |
| All | +111.4% | -43.5% | +154.9% | +103.4% |
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