-74.4%
QID vs NIO
-62.3%
-12.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.2% |
| 7D | -2.7% | -6.7% | +3.9% | -3.8% |
| 30D | +1.8% | -20.0% | +21.8% | -1.6% |
| 3M | -2.2% | -30.5% | +28.3% | -7.3% |
| 6M | -32.1% | -20.7% | -11.4% | -33.7% |
| YTD | -28.6% | -25.7% | -2.9% | -30.7% |
| 1Y | -36.3% | -38.6% | +2.3% | -39.4% |
| 3Y | -74.4% | -62.3% | -12.2% | -74.7% |
| All | -74.4% | -62.3% | -12.1% | -74.7% |
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