+103.6%
EWJ vs NIO
-36.7%
+140.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | +2.5% | -13.0% | +15.6% | +3.3% |
| 30D | +3.3% | -18.3% | +21.6% | +4.5% |
| 3M | +5.0% | -33.2% | +38.2% | +7.4% |
| 6M | +11.5% | -21.5% | +33.0% | +12.8% |
| YTD | +22.4% | -25.5% | +47.9% | +24.0% |
| 1Y | +30.2% | -38.0% | +68.2% | +32.9% |
| 3Y | +72.8% | -65.5% | +138.3% | +77.6% |
| 5Y | +54.1% | -90.6% | +144.7% | +63.3% |
| All | +103.6% | -36.7% | +140.3% | +94.2% |
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 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