+57.8%
EWZ vs NIO
-92.1%
+149.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | 0.0% |
| 7D | -1.5% | +5.6% | -7.1% | -2.1% |
| 30D | -24.5% | -4.2% | -20.3% | -24.2% |
| 3M | -10.7% | -26.3% | +15.6% | -7.8% |
| 6M | -19.1% | -42.5% | +23.5% | -14.4% |
| YTD | +1.6% | -33.5% | +35.1% | +5.2% |
| 1Y | +4.3% | -52.7% | +56.9% | +11.9% |
| 3Y | +19.0% | -57.5% | +76.4% | +23.6% |
| All | +57.8% | -92.1% | +149.9% | +82.9% |
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