+253.8%
NEM vs NIO
-62.6%
+316.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | -13.0% | +13.3% | +1.8% |
| 30D | +23.1% | -18.3% | +41.4% | +25.7% |
| 3M | +18.5% | -33.2% | +51.7% | +23.5% |
| 6M | +7.8% | -21.5% | +29.3% | +10.2% |
| YTD | +29.1% | -25.5% | +54.6% | +32.5% |
| 1Y | +72.7% | -38.0% | +110.7% | +79.5% |
| All | +253.8% | -62.6% | +316.4% | +274.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling