+20.9%
IT vs NIO
-45.3%
+66.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.8% |
| 7D | -7.5% | +2.8% | -10.3% | -7.7% |
| 30D | -1.2% | -8.4% | +7.2% | -0.6% |
| 3M | -2.2% | -32.0% | +29.8% | +0.2% |
| 6M | +19.1% | -43.9% | +63.0% | +23.3% |
| YTD | -25.1% | -35.7% | +10.6% | -23.5% |
| 1Y | -17.4% | -51.1% | +33.7% | -14.1% |
| 3Y | -54.1% | -54.7% | +0.6% | -53.4% |
| 5Y | -42.7% | -91.7% | +49.0% | -37.5% |
| All | +20.9% | -45.3% | +66.2% | +11.2% |
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