+262.1%
P vs NIO
-43.2%
+305.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | -9.6% | +6.9% | -16.5% | -10.3% |
| 30D | -33.4% | -4.7% | -28.7% | -33.0% |
| 3M | +14.2% | -28.1% | +42.3% | +18.9% |
| 6M | +31.6% | -41.7% | +73.3% | +40.5% |
| YTD | +53.5% | -33.1% | +86.6% | +60.3% |
| 1Y | +14.2% | -50.3% | +64.5% | +23.7% |
| 3Y | +190.5% | -54.4% | +244.9% | +203.1% |
| 5Y | +256.3% | -91.6% | +348.0% | +322.3% |
| All | +262.1% | -43.2% | +305.3% | +248.6% |
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