-90.4%
NIO vs ITOT
+73.3%
-163.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.5% |
| 7D | -4.1% | -0.4% | -3.8% | -3.6% |
| 30D | -23.2% | -1.6% | -21.7% | -21.2% |
| 3M | -29.9% | +3.5% | -33.5% | -34.2% |
| 6M | -25.1% | +13.1% | -38.2% | -39.5% |
| YTD | -27.5% | +12.7% | -40.2% | -41.2% |
| 1Y | -41.1% | +18.3% | -59.4% | -55.9% |
| 3Y | -63.1% | +76.4% | -139.5% | -87.8% |
| 5Y | -90.4% | +73.8% | -164.1% | -96.3% |
| All | -90.4% | +73.3% | -163.7% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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