+86.1%
EW vs NIO
-36.7%
+122.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -0.3% | -13.0% | +12.7% | +0.5% |
| 30D | +1.0% | -18.3% | +19.3% | +2.2% |
| 3M | +2.8% | -33.2% | +36.0% | +5.2% |
| 6M | +5.5% | -21.5% | +27.0% | +6.6% |
| YTD | +5.5% | -25.5% | +30.9% | +6.8% |
| 1Y | +11.0% | -38.0% | +49.1% | +13.3% |
| 3Y | +17.7% | -65.5% | +83.2% | +21.4% |
| 5Y | -25.7% | -90.6% | +64.8% | -20.6% |
| All | +86.1% | -36.7% | +122.8% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling