+280.2%
META vs NIO
-43.5%
+323.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.1% |
| 7D | -0.8% | +5.6% | -6.4% | -1.4% |
| 30D | -15.4% | -4.2% | -11.2% | -15.0% |
| 3M | +3.5% | -26.3% | +29.8% | +7.1% |
| 6M | -0.3% | -42.5% | +42.3% | +5.9% |
| YTD | -7.3% | -33.5% | +26.2% | -3.8% |
| 1Y | -1.1% | -52.7% | +51.6% | +6.7% |
| 3Y | +95.1% | -57.5% | +152.5% | +102.5% |
| 5Y | +80.6% | -92.0% | +172.6% | +111.6% |
| All | +280.2% | -43.5% | +323.7% | +271.2% |
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