-50.9%
NIO vs ITOT
+183.3%
-234.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -3.0% |
| 7D | -1.8% | -0.8% | -1.1% | -1.0% |
| 30D | -6.6% | -2.0% | -4.6% | -4.0% |
| 3M | -29.9% | -1.5% | -28.3% | -28.4% |
| 6M | -46.6% | +3.3% | -49.9% | -49.2% |
| YTD | -36.5% | +12.5% | -48.9% | -46.4% |
| 1Y | -51.1% | +12.6% | -63.7% | -58.8% |
| 3Y | -55.2% | +78.6% | -133.9% | -80.9% |
| 5Y | -92.3% | +67.0% | -159.3% | -96.2% |
| All | -50.9% | +183.3% | -234.2% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling