-89.5%
NIO vs JAAA
+30.3%
-119.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -5.0% |
| 7D | -14.5% | +0.1% | -14.6% | -14.7% |
| 30D | -15.0% | +0.4% | -15.4% | -15.9% |
| 3M | -35.6% | +1.2% | -36.8% | -37.4% |
| 6M | -55.7% | +2.3% | -58.0% | -58.1% |
| YTD | -43.1% | +4.0% | -47.1% | -48.3% |
| 1Y | -53.5% | +4.8% | -58.3% | -58.5% |
| 3Y | -59.8% | +18.4% | -78.3% | -71.0% |
| 5Y | -93.2% | +27.5% | -120.7% | -95.8% |
| All | -89.5% | +30.3% | -119.8% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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