+40.2%
HYG vs NIO
-38.5%
+78.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -0.7% | -2.9% | +2.2% | -0.6% |
| 30D | -0.7% | -18.7% | +18.0% | -0.1% |
| 3M | -0.2% | -29.4% | +29.2% | +0.8% |
| 6M | +1.4% | -32.5% | +34.0% | +2.4% |
| YTD | +1.5% | -27.6% | +29.1% | +2.1% |
| 1Y | +2.9% | -39.2% | +42.1% | +4.0% |
| 3Y | +25.6% | -64.3% | +89.9% | +27.3% |
| 5Y | +18.6% | -90.3% | +108.8% | +22.1% |
| All | +40.2% | -38.5% | +78.7% | +35.5% |
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