-8.8%
EW vs NIO
-92.4%
+83.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.8% |
| 7D | +6.5% | -1.8% | +8.3% | +6.6% |
| 30D | +22.5% | -6.6% | +29.1% | +23.1% |
| 3M | +13.0% | -29.9% | +42.8% | +16.2% |
| 6M | +37.1% | -46.6% | +83.7% | +44.0% |
| YTD | +24.1% | -36.5% | +60.6% | +27.8% |
| 1Y | +24.2% | -51.1% | +75.4% | +30.7% |
| 3Y | +64.8% | -55.2% | +120.0% | +68.0% |
| All | -8.8% | -92.4% | +83.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling