-88.1%
NIO vs JAAA
+30.2%
-118.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -8.4% | +0.4% | -8.8% | -9.3% |
| 3M | -32.0% | +1.2% | -33.1% | -33.9% |
| 6M | -43.9% | +2.3% | -46.2% | -47.0% |
| YTD | -35.7% | +3.9% | -39.6% | -41.4% |
| 1Y | -51.1% | +4.8% | -55.9% | -56.3% |
| 3Y | -54.7% | +18.5% | -73.2% | -67.2% |
| 5Y | -91.7% | +27.5% | -119.2% | -94.9% |
| All | -88.1% | +30.2% | -118.3% | -93.4% |
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