+73.5%
MSFT vs NIO
-90.7%
+164.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | -2.7% | -13.0% | +10.4% | -1.4% |
| 30D | +2.7% | -18.3% | +21.0% | +4.6% |
| 3M | +17.0% | -33.2% | +50.2% | +21.2% |
| 6M | +23.8% | -21.5% | +45.3% | +25.8% |
| YTD | +4.0% | -25.5% | +29.5% | +5.9% |
| 1Y | -0.8% | -38.0% | +37.2% | +2.3% |
| 3Y | +55.6% | -65.5% | +121.1% | +65.2% |
| All | +73.5% | -90.7% | +164.1% | +106.0% |
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 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