+23.0%
IT vs NIO
-51.7%
+74.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.0% |
| 7D | +1.1% | -14.5% | +15.5% | +2.1% |
| 30D | -1.8% | -15.0% | +13.1% | -0.8% |
| 3M | +4.8% | -35.6% | +40.4% | +7.8% |
| 6M | +33.0% | -55.7% | +88.7% | +40.0% |
| YTD | -23.8% | -43.1% | +19.3% | -21.6% |
| 1Y | -16.5% | -53.5% | +37.0% | -12.9% |
| 3Y | -53.6% | -59.8% | +6.2% | -52.6% |
| 5Y | -42.1% | -93.2% | +51.1% | -36.2% |
| All | +23.0% | -51.7% | +74.6% | +14.0% |
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