+64.1%
MSFT vs NIO
-92.1%
+156.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -1.6% |
| 7D | +1.7% | +5.6% | -3.9% | +1.1% |
| 30D | +0.2% | -4.2% | +4.4% | +0.5% |
| 3M | +6.4% | -26.3% | +32.7% | +9.2% |
| 6M | +28.7% | -42.5% | +71.2% | +34.9% |
| YTD | +10.4% | -33.5% | +43.9% | +13.6% |
| 1Y | +7.6% | -52.7% | +60.3% | +14.2% |
| 3Y | +52.3% | -57.5% | +109.8% | +56.9% |
| All | +64.1% | -92.1% | +156.1% | +101.3% |
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