+1,449.6%
NET vs NIO
+18.0%
+1,431.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -7.0% | -13.0% | +6.1% | -3.8% |
| 30D | -4.8% | -18.3% | +13.5% | -0.2% |
| 3M | +3.8% | -33.2% | +37.0% | +14.1% |
| 6M | +50.0% | -21.5% | +71.5% | +55.9% |
| YTD | +41.5% | -25.5% | +67.0% | +48.0% |
| 1Y | +32.8% | -38.0% | +70.8% | +43.4% |
| 3Y | +335.9% | -65.5% | +401.3% | +393.9% |
| 5Y | +113.8% | -90.6% | +204.4% | +199.1% |
| All | +1,449.6% | +18.0% | +1,431.5% | +1,583.3% |
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