+43.0%
NVTS vs NIO
-62.6%
+105.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.9% |
| 7D | +2.7% | -13.0% | +15.7% | +8.2% |
| 30D | -4.5% | -18.3% | +13.8% | +3.0% |
| 3M | -61.5% | -33.2% | -28.3% | -54.9% |
| 6M | +28.0% | -21.5% | +49.5% | +36.8% |
| YTD | +65.3% | -25.5% | +90.8% | +79.7% |
| 1Y | +113.0% | -38.0% | +151.0% | +146.3% |
| All | +43.0% | -62.6% | +105.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling