+237.0%
EWY vs NIO
-38.3%
+275.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.7% |
| 7D | +6.7% | -4.1% | +10.8% | +7.1% |
| 30D | +17.0% | -23.2% | +40.2% | +20.1% |
| 3M | +3.7% | -29.9% | +33.6% | +7.4% |
| 6M | +42.5% | -25.1% | +67.6% | +46.3% |
| YTD | +96.2% | -27.5% | +123.7% | +102.0% |
| 1Y | +160.4% | -41.1% | +201.4% | +172.4% |
| 3Y | +231.7% | -63.1% | +294.8% | +248.5% |
| 5Y | +153.3% | -90.4% | +243.6% | +183.8% |
| All | +237.0% | -38.3% | +275.4% | +215.3% |
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