+23.5%
IT vs NIO
-46.0%
+69.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | -6.8% | -1.8% | -5.0% | -6.8% |
| 30D | -0.6% | -6.6% | +6.1% | -0.2% |
| 3M | +3.1% | -29.9% | +32.9% | +5.4% |
| 6M | +25.5% | -46.6% | +72.1% | +30.4% |
| YTD | -23.5% | -36.5% | +13.0% | -21.8% |
| 1Y | -16.6% | -51.1% | +34.5% | -13.3% |
| 3Y | -53.1% | -55.2% | +2.1% | -52.4% |
| 5Y | -41.4% | -92.3% | +50.9% | -35.9% |
| All | +23.5% | -46.0% | +69.5% | +13.7% |
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