+120.6%
NSC vs NIO
-49.2%
+169.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.1% |
| 7D | +1.6% | -4.7% | +6.3% | +1.8% |
| 30D | +4.2% | -14.3% | +18.5% | +4.9% |
| 3M | -0.2% | -32.8% | +32.6% | +1.7% |
| 6M | +7.6% | -49.8% | +57.4% | +11.0% |
| YTD | +17.4% | -40.2% | +57.6% | +19.7% |
| 1Y | +18.3% | -52.7% | +71.0% | +22.0% |
| 3Y | +79.8% | -57.9% | +137.7% | +82.4% |
| 5Y | +34.3% | -92.9% | +127.2% | +43.6% |
| All | +120.6% | -49.2% | +169.8% | +103.4% |
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