+146.9%
NEM vs NIO
-92.1%
+239.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.5% |
| 7D | +13.4% | +5.6% | +7.8% | +12.9% |
| 30D | +6.5% | -4.2% | +10.7% | +6.9% |
| 3M | +14.9% | -26.3% | +41.2% | +17.8% |
| 6M | +5.5% | -42.5% | +48.1% | +10.2% |
| YTD | +21.9% | -33.5% | +55.4% | +25.4% |
| 1Y | +47.9% | -52.7% | +100.5% | +56.0% |
| 3Y | +238.2% | -57.5% | +295.6% | +247.9% |
| All | +146.9% | -92.1% | +239.0% | +149.1% |
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