+32.6%
NET vs NIO
-92.3%
+124.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.6% |
| 7D | -16.4% | -0.6% | -15.8% | -16.2% |
| 30D | -25.8% | -3.5% | -22.3% | -25.1% |
| 3M | -11.5% | -30.7% | +19.1% | -1.3% |
| 6M | +18.9% | -45.6% | +64.6% | +41.6% |
| YTD | +35.2% | -35.3% | +70.5% | +48.8% |
| 1Y | +14.5% | -53.9% | +68.4% | +39.7% |
| 3Y | +313.8% | -59.9% | +373.7% | +359.7% |
| 5Y | +32.6% | -92.3% | +124.9% | +121.5% |
| All | +32.6% | -92.3% | +124.9% | +121.5% |
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 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