-8.2%
EW vs NIO
-93.2%
+85.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.7% |
| 7D | +4.9% | -14.5% | +19.4% | +6.2% |
| 30D | +23.9% | -15.0% | +38.9% | +25.6% |
| 3M | +15.8% | -35.6% | +51.3% | +19.9% |
| 6M | +31.7% | -55.7% | +87.3% | +40.4% |
| YTD | +25.7% | -43.1% | +68.8% | +30.5% |
| 1Y | +24.4% | -53.5% | +78.0% | +31.4% |
| 3Y | +65.9% | -59.8% | +125.7% | +70.6% |
| All | -8.2% | -93.2% | +85.0% | +12.2% |
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