+65.6%
EWZ vs NIO
-46.0%
+111.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +0.6% | -1.8% | +2.4% | +0.7% |
| 30D | -25.5% | -6.6% | -18.9% | -25.0% |
| 3M | -4.5% | -29.9% | +25.3% | -1.5% |
| 6M | -15.3% | -46.6% | +31.3% | -10.6% |
| YTD | +3.1% | -36.5% | +39.6% | +6.6% |
| 1Y | +1.2% | -51.1% | +52.3% | +7.1% |
| 3Y | +19.3% | -55.2% | +74.5% | +22.5% |
| 5Y | +52.3% | -92.3% | +144.6% | +73.3% |
| All | +65.6% | -46.0% | +111.6% | +50.0% |
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