+285.6%
NRG vs NIO
-38.5%
+324.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.4% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -6.0% | -18.7% | +12.8% | -4.7% |
| 3M | -8.0% | -29.4% | +21.5% | -6.0% |
| 6M | -23.2% | -32.5% | +9.4% | -21.5% |
| YTD | -28.1% | -27.6% | -0.4% | -26.9% |
| 1Y | -27.3% | -39.2% | +11.9% | -25.4% |
| 3Y | +208.7% | -64.3% | +272.9% | +217.2% |
| 5Y | +197.7% | -90.3% | +287.9% | +216.5% |
| All | +285.6% | -38.5% | +324.1% | +266.5% |
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