+321.8%
EWT vs NIO
-51.7%
+373.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +0.6% |
| 7D | +9.1% | -14.5% | +23.6% | +10.6% |
| 30D | -12.2% | -15.0% | +2.7% | -11.0% |
| 3M | -9.4% | -35.6% | +26.1% | -6.0% |
| 6M | +2.7% | -55.7% | +58.3% | +9.8% |
| YTD | +53.3% | -43.1% | +96.4% | +60.0% |
| 1Y | +59.2% | -53.5% | +112.7% | +68.7% |
| 3Y | +157.1% | -59.8% | +216.9% | +166.5% |
| 5Y | +119.6% | -93.2% | +212.8% | +147.1% |
| All | +321.8% | -51.7% | +373.4% | +306.7% |
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