-40.2%
IT vs NIO
-90.7%
+50.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.5% |
| 7D | -6.0% | -13.0% | +7.0% | -4.9% |
| 30D | 0.0% | -18.3% | +18.3% | +1.7% |
| 3M | +13.1% | -33.2% | +46.3% | +16.9% |
| 6M | +11.7% | -21.5% | +33.2% | +13.1% |
| YTD | -26.1% | -25.5% | -0.6% | -25.0% |
| 1Y | -21.3% | -38.0% | +16.8% | -19.0% |
| 3Y | -46.7% | -65.5% | +18.7% | -43.7% |
| All | -40.2% | -90.7% | +50.5% | -32.8% |
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