+22.2%
IT vs NIO
-43.2%
+65.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -18.8% | +6.9% | -25.7% | -19.2% |
| 30D | -0.1% | -4.7% | +4.7% | +0.2% |
| 3M | +2.9% | -28.1% | +31.0% | +5.1% |
| 6M | +20.4% | -41.7% | +62.1% | +24.4% |
| YTD | -24.3% | -33.1% | +8.9% | -22.9% |
| 1Y | -17.2% | -50.3% | +33.1% | -13.9% |
| 3Y | -52.4% | -54.4% | +1.9% | -51.7% |
| 5Y | -43.7% | -91.6% | +47.9% | -38.7% |
| All | +22.2% | -43.2% | +65.4% | +12.1% |
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