-14.6%
EW vs NIO
-92.1%
+77.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.8% |
| 7D | +11.0% | +5.6% | +5.4% | +10.5% |
| 30D | +19.1% | -4.2% | +23.3% | +19.4% |
| 3M | +14.4% | -26.3% | +40.7% | +17.1% |
| 6M | +22.8% | -42.5% | +65.3% | +28.0% |
| YTD | +19.8% | -33.5% | +53.3% | +22.8% |
| 1Y | +23.9% | -52.7% | +76.5% | +30.6% |
| 3Y | +52.2% | -57.5% | +109.7% | +56.5% |
| All | -14.6% | -92.1% | +77.5% | -3.8% |
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