+47.7%
EWJ vs NIO
-92.2%
+139.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.6% |
| 7D | -1.5% | +6.9% | -8.4% | -2.0% |
| 30D | -6.5% | -4.7% | -1.8% | -6.2% |
| 3M | -5.6% | -28.1% | +22.5% | -3.0% |
| 6M | -0.3% | -41.7% | +41.4% | +4.1% |
| YTD | +13.9% | -33.1% | +47.1% | +17.2% |
| 1Y | +14.6% | -50.3% | +64.9% | +20.5% |
| 3Y | +66.6% | -54.4% | +121.0% | +70.2% |
| 5Y | +47.7% | -91.6% | +139.3% | +61.5% |
| All | +47.7% | -92.2% | +139.8% | +61.5% |
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