-9.4%
NVTS vs NIO
-90.7%
+81.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -2.3% |
| 7D | +3.5% | -4.1% | +7.6% | +5.4% |
| 30D | -11.9% | -23.2% | +11.3% | -1.3% |
| 3M | -49.2% | -29.9% | -19.3% | -40.5% |
| 6M | +38.4% | -25.1% | +63.5% | +52.7% |
| YTD | +62.5% | -27.5% | +89.9% | +81.0% |
| 1Y | +101.4% | -41.1% | +142.5% | +143.3% |
| 3Y | +40.4% | -63.1% | +103.6% | +85.9% |
| All | -9.4% | -90.7% | +81.4% | +101.2% |
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