+473.8%
GE vs NIO
-49.2%
+522.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.4% | -3.0% |
| 7D | +5.1% | -4.7% | +9.8% | +5.5% |
| 30D | +7.6% | -14.3% | +21.9% | +8.9% |
| 3M | -9.3% | -32.8% | +23.5% | -6.3% |
| 6M | +11.5% | -49.8% | +61.4% | +17.7% |
| YTD | +7.9% | -40.2% | +48.1% | +11.7% |
| 1Y | +7.6% | -52.7% | +60.4% | +13.5% |
| 3Y | +265.9% | -57.9% | +323.7% | +275.0% |
| 5Y | +405.9% | -92.9% | +498.8% | +476.6% |
| All | +473.8% | -49.2% | +522.9% | +403.7% |
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