+171.9%
INTC vs NIO
-36.8%
+208.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.3% | +9.3% | +9.1% |
| 7D | +17.4% | -6.7% | +24.1% | +18.3% |
| 30D | +2.8% | -20.0% | +22.8% | +5.2% |
| 3M | -5.3% | -30.5% | +25.2% | -1.6% |
| 6M | +140.6% | -20.7% | +161.3% | +145.3% |
| YTD | +183.1% | -25.7% | +208.8% | +190.2% |
| 1Y | +326.8% | -38.6% | +365.3% | +344.6% |
| 3Y | +179.4% | -62.3% | +241.7% | +192.9% |
| 5Y | +111.7% | -90.1% | +201.8% | +136.1% |
| All | +171.9% | -36.8% | +208.7% | +159.5% |
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