+30.1%
Q vs NIO
-53.7%
+83.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.3% |
| 7D | +4.0% | +2.8% | +1.2% | +3.5% |
| 30D | -2.3% | -8.4% | +6.0% | -0.6% |
| 3M | -7.9% | -32.0% | +24.0% | -1.1% |
| 6M | -16.0% | -43.9% | +28.0% | -6.5% |
| YTD | +51.7% | -35.7% | +87.4% | +61.3% |
| 1Y | +28.3% | -51.1% | +79.4% | +47.2% |
| All | +30.1% | -53.7% | +83.7% | +51.6% |
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