+90.1%
EWJ vs NIO
-51.7%
+141.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.6% |
| 7D | +4.0% | -14.5% | +18.4% | +4.9% |
| 30D | -4.3% | -15.0% | +10.7% | -3.4% |
| 3M | -6.8% | -35.6% | +28.7% | -4.5% |
| 6M | -0.9% | -55.7% | +54.8% | +3.7% |
| YTD | +14.3% | -43.1% | +57.4% | +17.6% |
| 1Y | +15.3% | -53.5% | +68.8% | +19.9% |
| 3Y | +65.6% | -59.8% | +125.5% | +69.4% |
| 5Y | +47.5% | -93.2% | +140.7% | +59.1% |
| All | +90.1% | -51.7% | +141.7% | +84.1% |
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 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