+75.0%
NSC vs NIO
-60.1%
+135.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.4% |
| 7D | +2.5% | -14.5% | +16.9% | +3.1% |
| 30D | +1.7% | -15.0% | +16.7% | +2.3% |
| 3M | -2.6% | -35.6% | +33.0% | -0.9% |
| 6M | +6.4% | -55.7% | +62.1% | +9.7% |
| YTD | +15.5% | -43.1% | +58.6% | +17.4% |
| 1Y | +17.6% | -53.5% | +71.1% | +20.6% |
| 3Y | +75.0% | -59.8% | +134.8% | +79.9% |
| All | +75.0% | -60.1% | +135.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling