+111.0%
NSC vs NIO
-43.5%
+154.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.9% | -8.8% | -3.1% |
| 7D | -6.6% | +5.6% | -12.2% | -6.9% |
| 30D | +2.2% | -4.2% | +6.4% | +2.3% |
| 3M | -6.2% | -26.3% | +20.1% | -4.9% |
| 6M | +1.7% | -42.5% | +44.2% | +4.3% |
| YTD | +12.2% | -33.5% | +45.8% | +13.9% |
| 1Y | +15.4% | -52.7% | +68.1% | +19.1% |
| 3Y | +73.3% | -57.5% | +130.8% | +75.8% |
| 5Y | +24.7% | -92.0% | +116.7% | +32.5% |
| All | +111.0% | -43.5% | +154.5% | +93.5% |
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