+132.8%
LOW vs NIO
-51.7%
+184.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | +1.4% | -14.5% | +15.9% | +2.3% |
| 30D | +21.7% | -15.0% | +36.7% | +22.8% |
| 3M | +5.0% | -35.6% | +40.6% | +7.7% |
| 6M | +4.6% | -55.7% | +60.3% | +9.5% |
| YTD | -3.5% | -43.1% | +39.6% | -0.9% |
| 1Y | +0.5% | -53.5% | +54.1% | +4.4% |
| 3Y | +24.8% | -59.8% | +84.6% | +27.3% |
| 5Y | +6.5% | -93.2% | +99.7% | +16.0% |
| All | +132.8% | -51.7% | +184.4% | +118.8% |
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 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