+46.7%
NLY vs NIO
-38.5%
+85.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.7% |
| 7D | -4.0% | -2.9% | -1.1% | -3.8% |
| 30D | -5.2% | -18.7% | +13.5% | -3.9% |
| 3M | +2.8% | -29.4% | +32.3% | +5.2% |
| 6M | +4.2% | -32.5% | +36.7% | +6.6% |
| YTD | +4.7% | -27.6% | +32.3% | +6.4% |
| 1Y | +12.7% | -39.2% | +52.0% | +15.6% |
| 3Y | +62.5% | -64.3% | +126.8% | +67.6% |
| 5Y | +26.3% | -90.3% | +116.6% | +35.2% |
| All | +46.7% | -38.5% | +85.2% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling