+55.0%
EWZ vs NIO
-90.7%
+145.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.5% |
| 7D | +6.5% | -13.0% | +19.5% | +8.1% |
| 30D | +4.8% | -18.3% | +23.1% | +7.2% |
| 3M | +9.9% | -33.2% | +43.1% | +14.8% |
| 6M | +1.9% | -21.5% | +23.4% | +4.0% |
| YTD | +20.3% | -25.5% | +45.8% | +23.2% |
| 1Y | +35.6% | -38.0% | +73.6% | +41.0% |
| 3Y | +43.4% | -65.5% | +108.9% | +52.7% |
| All | +55.0% | -90.7% | +145.7% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling