+428.3%
NEM vs NIO
-36.8%
+465.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +3.9% | -6.7% | +10.5% | +4.2% |
| 30D | +12.7% | -20.0% | +32.8% | +13.8% |
| 3M | +28.7% | -30.5% | +59.1% | +30.6% |
| 6M | +9.8% | -20.7% | +30.5% | +10.7% |
| YTD | +28.1% | -25.7% | +53.8% | +29.4% |
| 1Y | +69.3% | -38.6% | +107.9% | +72.1% |
| 3Y | +247.7% | -62.3% | +309.9% | +253.0% |
| 5Y | +153.4% | -90.1% | +243.4% | +159.6% |
| All | +428.3% | -36.8% | +465.1% | +435.3% |
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 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