+87.2%
EWJ vs NIO
-45.3%
+132.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.0% |
| 7D | -2.4% | +2.8% | -5.2% | -2.5% |
| 30D | -7.6% | -8.4% | +0.7% | -7.2% |
| 3M | -5.9% | -32.0% | +26.1% | -3.8% |
| 6M | -1.5% | -43.9% | +42.5% | +1.7% |
| YTD | +12.6% | -35.7% | +48.2% | +15.0% |
| 1Y | +12.7% | -51.1% | +63.8% | +16.8% |
| 3Y | +63.1% | -54.7% | +117.8% | +65.6% |
| 5Y | +48.2% | -91.7% | +139.9% | +58.3% |
| All | +87.2% | -45.3% | +132.6% | +80.0% |
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