+577.0%
NVT vs NIO
-38.5%
+615.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.6% | +4.4% |
| 7D | +4.1% | -2.9% | +7.0% | +4.4% |
| 30D | -5.1% | -18.7% | +13.6% | -3.4% |
| 3M | -1.2% | -29.4% | +28.3% | +1.8% |
| 6M | +46.6% | -32.5% | +79.1% | +51.1% |
| YTD | +60.0% | -27.6% | +87.6% | +63.5% |
| 1Y | +70.8% | -39.2% | +110.0% | +76.8% |
| 3Y | +187.5% | -64.3% | +251.8% | +200.1% |
| 5Y | +426.1% | -90.3% | +516.4% | +482.2% |
| All | +577.0% | -38.5% | +615.5% | +479.3% |
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