-7.8%
NVTS vs NIO
-90.5%
+82.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.0% |
| 7D | +2.7% | -13.0% | +15.7% | +9.0% |
| 30D | -4.5% | -18.3% | +13.8% | +4.2% |
| 3M | -61.5% | -33.2% | -28.3% | -53.7% |
| 6M | +28.0% | -21.5% | +49.5% | +38.2% |
| YTD | +65.3% | -25.5% | +90.8% | +82.0% |
| 1Y | +113.0% | -38.0% | +151.0% | +151.4% |
| 3Y | +34.7% | -65.5% | +100.2% | +84.4% |
| All | -7.8% | -90.5% | +82.7% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling