+28.3%
NSC vs NIO
-92.6%
+121.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -4.1% |
| 7D | -3.8% | -3.6% | -0.2% | -3.6% |
| 30D | +4.1% | -8.0% | +12.1% | +4.6% |
| 3M | -3.3% | -31.2% | +27.9% | -1.2% |
| 6M | +5.9% | -45.8% | +51.6% | +9.6% |
| YTD | +15.5% | -37.3% | +52.7% | +17.9% |
| 1Y | +19.3% | -56.1% | +75.4% | +24.6% |
| 3Y | +79.0% | -61.1% | +140.2% | +83.4% |
| 5Y | +28.3% | -92.4% | +120.7% | +31.6% |
| All | +28.3% | -92.6% | +121.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling