+46.8%
IR vs NIO
-92.9%
+139.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.9% |
| 7D | +4.3% | -4.7% | +8.9% | +4.8% |
| 30D | +8.1% | -14.3% | +22.4% | +9.9% |
| 3M | +0.7% | -32.8% | +33.5% | +5.0% |
| 6M | +16.6% | -49.8% | +66.5% | +25.1% |
| YTD | +7.8% | -40.2% | +48.0% | +12.6% |
| 1Y | +9.9% | -52.7% | +62.6% | +17.8% |
| 3Y | +25.2% | -57.9% | +83.1% | +29.1% |
| 5Y | +46.8% | -92.9% | +139.6% | +65.4% |
| All | +46.8% | -92.9% | +139.6% | +65.4% |
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