+233.6%
EWY vs NIO
-36.7%
+270.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +4.8% | -13.0% | +17.9% | +6.3% |
| 30D | +11.7% | -18.3% | +29.9% | +13.9% |
| 3M | -7.4% | -33.2% | +25.8% | -3.6% |
| 6M | +40.6% | -21.5% | +62.0% | +43.7% |
| YTD | +94.3% | -25.5% | +119.8% | +99.4% |
| 1Y | +164.3% | -38.0% | +202.3% | +175.1% |
| 3Y | +221.0% | -65.5% | +286.4% | +239.2% |
| 5Y | +139.1% | -90.6% | +229.7% | +168.1% |
| All | +233.6% | -36.7% | +270.3% | +211.3% |
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 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