+24.4%
NSC vs NIO
-92.1%
+116.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.9% | -8.8% | -3.2% |
| 7D | -6.6% | +5.6% | -12.2% | -6.9% |
| 30D | +2.2% | -4.2% | +6.4% | +2.4% |
| 3M | -6.2% | -26.3% | +20.1% | -4.6% |
| 6M | +1.7% | -42.5% | +44.2% | +4.9% |
| YTD | +12.2% | -33.5% | +45.8% | +14.2% |
| 1Y | +15.4% | -52.7% | +68.1% | +20.0% |
| 3Y | +73.3% | -57.5% | +130.8% | +76.5% |
| All | +24.4% | -92.1% | +116.4% | +26.8% |
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