+56.6%
EWZ vs NIO
-92.6%
+149.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | -4.2% | -3.6% | -0.5% | -3.8% |
| 30D | -26.1% | -8.0% | -18.1% | -25.5% |
| 3M | -12.0% | -31.2% | +19.1% | -8.5% |
| 6M | -19.3% | -45.8% | +26.5% | -14.0% |
| YTD | +0.9% | -37.3% | +38.2% | +5.2% |
| 1Y | +3.4% | -56.1% | +59.5% | +11.9% |
| 3Y | +18.6% | -61.1% | +79.7% | +24.5% |
| 5Y | +56.6% | -92.4% | +149.0% | +81.4% |
| All | +56.6% | -92.6% | +149.2% | +81.4% |
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