-97.6%
QID vs NIO
-38.3%
-59.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | 0.0% |
| 7D | -1.9% | -4.1% | +2.2% | -2.7% |
| 30D | +1.7% | -23.2% | +24.9% | -3.2% |
| 3M | -3.9% | -29.9% | +26.0% | -9.9% |
| 6M | -30.0% | -25.1% | -4.9% | -32.6% |
| YTD | -28.2% | -27.5% | -0.8% | -31.0% |
| 1Y | -35.6% | -41.1% | +5.4% | -39.8% |
| 3Y | -74.3% | -63.1% | -11.1% | -75.8% |
| 5Y | -80.8% | -90.4% | +9.6% | -82.8% |
| All | -97.6% | -38.3% | -59.3% | -96.9% |
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 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