+28.0%
NU vs NIO
-91.7%
+119.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.9% | +16.7% | +13.0% |
| 7D | +9.9% | -14.5% | +24.3% | +14.2% |
| 30D | -11.5% | -15.0% | +3.5% | -7.8% |
| 3M | -5.1% | -35.6% | +30.5% | +5.8% |
| 6M | +3.1% | -55.7% | +58.8% | +25.8% |
| YTD | -21.0% | -43.1% | +22.1% | -11.2% |
| 1Y | -15.2% | -53.5% | +38.3% | +0.2% |
| 3Y | +56.4% | -59.8% | +116.3% | +69.4% |
| All | +28.0% | -91.7% | +119.7% | +144.2% |
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