+420.3%
NEM vs NIO
-43.2%
+463.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.5% |
| 7D | +14.7% | +6.9% | +7.8% | +14.4% |
| 30D | +6.2% | -4.7% | +11.0% | +6.4% |
| 3M | +11.0% | -28.1% | +39.1% | +12.6% |
| 6M | +7.9% | -41.7% | +49.6% | +10.3% |
| YTD | +26.2% | -33.1% | +59.3% | +28.0% |
| 1Y | +51.5% | -50.3% | +101.8% | +55.5% |
| 3Y | +290.6% | -54.4% | +344.9% | +295.4% |
| 5Y | +153.1% | -91.6% | +244.7% | +160.7% |
| All | +420.3% | -43.2% | +463.4% | +429.5% |
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