-11.4%
F vs NIO
-92.6%
+81.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | +1.4% | -3.6% | +5.0% | +2.0% |
| 30D | +2.0% | -8.0% | +10.1% | +3.3% |
| 3M | -10.4% | -31.2% | +20.8% | -5.1% |
| 6M | +9.7% | -45.8% | +55.5% | +20.2% |
| YTD | -1.2% | -37.3% | +36.1% | +4.8% |
| 1Y | 0.0% | -56.1% | +56.1% | +12.1% |
| 3Y | +41.1% | -61.1% | +102.2% | +51.0% |
| 5Y | -11.4% | -92.4% | +81.0% | +24.1% |
| All | -11.4% | -92.6% | +81.2% | +24.1% |
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