+486.0%
GE vs NIO
-45.3%
+531.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | +5.4% | +2.8% | +2.6% | +5.1% |
| 30D | +9.6% | -8.4% | +18.0% | +10.4% |
| 3M | -7.7% | -32.0% | +24.2% | -4.8% |
| 6M | +14.0% | -43.9% | +58.0% | +19.2% |
| YTD | +10.2% | -35.7% | +45.9% | +13.3% |
| 1Y | +8.9% | -51.1% | +60.0% | +14.5% |
| 3Y | +273.7% | -54.7% | +328.3% | +280.7% |
| 5Y | +410.2% | -91.7% | +501.9% | +474.4% |
| All | +486.0% | -45.3% | +531.3% | +411.3% |
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