+45.4%
NU vs NIO
-89.7%
+135.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +1.0% |
| 7D | -4.2% | -7.3% | +3.0% | -2.3% |
| 30D | +10.0% | -22.5% | +32.5% | +17.2% |
| 3M | +29.3% | -30.9% | +60.1% | +41.5% |
| 6M | +0.9% | -37.2% | +38.1% | +11.9% |
| YTD | -10.3% | -29.8% | +19.5% | -4.3% |
| 1Y | -3.2% | -37.4% | +34.3% | +5.0% |
| 3Y | +120.6% | -64.3% | +184.9% | +153.5% |
| All | +45.4% | -89.7% | +135.1% | +163.4% |
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